+877.2%
DECK vs KIM
+64.5%
+812.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +5.8% | +4.1% | +1.7% | +4.1% |
| 30D | +7.9% | +16.8% | -8.9% | +1.2% |
| 3M | -11.4% | +5.7% | -17.1% | -13.4% |
| 6M | -16.6% | +9.7% | -26.2% | -19.6% |
| YTD | -16.4% | +30.2% | -46.6% | -24.8% |
| 1Y | +8.6% | +32.1% | -23.5% | -2.8% |
| 3Y | -15.1% | +58.6% | -73.7% | -29.5% |
| 5Y | +22.9% | +31.2% | -8.3% | +9.0% |
| All | +877.2% | +64.5% | +812.7% | +595.0% |
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 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