+248.1%
DGX vs KIM
+32.5%
+215.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.9% | -1.7% | +0.8% | -0.6% |
| 30D | -1.2% | -3.0% | +1.8% | -0.6% |
| 3M | +15.8% | -8.9% | +24.6% | +17.8% |
| 6M | +18.2% | +2.4% | +15.8% | +17.5% |
| YTD | +37.2% | +18.3% | +18.9% | +32.7% |
| 1Y | +30.4% | +8.2% | +22.2% | +28.2% |
| 3Y | +96.7% | +44.0% | +52.7% | +82.1% |
| 5Y | +67.2% | +37.3% | +29.8% | +54.7% |
| All | +248.1% | +32.5% | +215.6% | +212.3% |
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 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