+7,190.8%
DECK vs KIM
+1,640.8%
+5,550.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +4.5% |
| 7D | +10.4% | +10.6% | -0.2% | +6.0% |
| 30D | +11.1% | +17.5% | -6.4% | +4.0% |
| 3M | -10.8% | +4.7% | -15.5% | -12.5% |
| 6M | -8.7% | +13.1% | -21.9% | -13.2% |
| YTD | -14.0% | +32.1% | -46.1% | -23.2% |
| 1Y | +12.0% | +32.7% | -20.6% | 0.0% |
| 3Y | -10.5% | +59.2% | -69.7% | -26.2% |
| 5Y | +28.5% | +38.3% | -9.8% | +11.4% |
| 10Y | +923.3% | +69.0% | +854.3% | +631.7% |
| All | +7,190.8% | +1,640.8% | +5,550.0% | +2,697.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling