+76.3%
DE vs KIM
+45.1%
+31.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -3.0% | -1.0% | -2.1% | -2.6% |
| 30D | +11.1% | -1.1% | +12.2% | +11.6% |
| 3M | +17.6% | -5.3% | +22.9% | +20.1% |
| 6M | +13.6% | +3.9% | +9.7% | +11.1% |
| YTD | +46.3% | +20.3% | +26.0% | +33.4% |
| 1Y | +44.2% | +10.4% | +33.7% | +36.7% |
| All | +76.3% | +45.1% | +31.1% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling