+102.2%
DG vs KIM
+29.7%
+72.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -4.8% | -1.0% | -3.9% | -4.7% |
| 30D | +1.8% | -1.1% | +2.8% | +1.9% |
| 3M | +14.5% | -5.3% | +19.8% | +15.3% |
| 6M | -13.6% | +3.9% | -17.5% | -13.9% |
| YTD | -4.8% | +20.3% | -25.1% | -7.0% |
| 1Y | +21.6% | +10.4% | +11.1% | +20.1% |
| 3Y | +4.5% | +46.3% | -41.8% | -0.8% |
| 5Y | -38.5% | +37.6% | -76.0% | -41.3% |
| 10Y | +102.2% | +34.5% | +67.7% | +108.1% |
| All | +102.2% | +29.7% | +72.5% | +108.1% |
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