+6,920.8%
DECK vs KIM
+1,468.9%
+5,452.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -2.2% | -0.8% | -1.5% | -2.0% |
| 30D | -13.6% | -5.1% | -8.5% | -11.7% |
| 3M | -21.2% | -0.6% | -20.6% | -21.1% |
| 6M | -21.1% | +2.4% | -23.5% | -21.8% |
| YTD | -17.2% | +19.0% | -36.2% | -22.8% |
| 1Y | -30.7% | +8.4% | -39.2% | -32.9% |
| 3Y | -3.4% | +44.3% | -47.6% | -17.3% |
| 5Y | +25.5% | +32.9% | -7.3% | +10.5% |
| 10Y | +714.7% | +27.8% | +686.9% | +552.2% |
| All | +6,920.8% | +1,468.9% | +5,452.0% | +2,710.6% |
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