+607.9%
DG vs KIM
+344.4%
+263.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +5.2% | +2.8% | +2.4% | +4.8% |
| 30D | +7.9% | +15.9% | -8.0% | +5.4% |
| 3M | +12.7% | +7.8% | +4.9% | +11.4% |
| 6M | +22.4% | +11.9% | +10.5% | +20.3% |
| YTD | +5.4% | +31.0% | -25.6% | +1.0% |
| 1Y | +39.4% | +32.3% | +7.0% | +33.4% |
| 3Y | +24.1% | +65.5% | -41.3% | +14.0% |
| 5Y | -32.2% | +37.2% | -69.4% | -36.3% |
| 10Y | +111.8% | +63.9% | +47.9% | +91.4% |
| All | +607.9% | +344.4% | +263.6% | +408.2% |
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