-37.9%
DG vs KIM
+37.7%
-75.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -2.5% | -0.3% | -2.1% | -2.4% |
| 30D | +1.0% | -1.7% | +2.7% | +1.5% |
| 3M | +20.3% | -0.8% | +21.1% | +20.7% |
| 6M | -11.7% | +4.4% | -16.1% | -12.6% |
| YTD | -2.3% | +21.2% | -23.6% | -6.9% |
| 1Y | +20.0% | +10.5% | +9.5% | +16.9% |
| 3Y | +7.2% | +47.5% | -40.3% | -4.6% |
| 5Y | -37.9% | +37.1% | -75.0% | -42.4% |
| All | -37.9% | +37.7% | -75.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling