+46.0%
DGX vs KIM
+33.1%
+12.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.2% |
| 7D | +4.1% | +10.6% | -6.5% | +0.4% |
| 30D | +10.5% | +17.5% | -7.0% | +4.4% |
| 3M | +9.8% | +4.7% | +5.1% | +8.0% |
| 6M | +34.6% | +13.1% | +21.4% | +27.5% |
| YTD | +49.8% | +32.1% | +17.8% | +28.5% |
| 1Y | +46.0% | +32.7% | +13.4% | +25.3% |
| All | +46.0% | +33.1% | +12.9% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling