+741.1%
DECK vs KIM
+29.2%
+711.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -13.6% | -4.0% | -9.6% | -12.1% |
| 3M | -21.2% | +0.5% | -21.8% | -21.4% |
| 6M | -21.1% | +3.6% | -24.7% | -22.1% |
| YTD | -17.2% | +20.4% | -37.7% | -23.1% |
| 1Y | -30.7% | +9.7% | -40.4% | -33.2% |
| 3Y | -3.4% | +46.0% | -49.3% | -17.3% |
| 5Y | +25.5% | +34.4% | -8.9% | +10.9% |
| All | +741.1% | +29.2% | +711.9% | +585.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling