+249.8%
DHR vs KIM
+63.6%
+186.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +3.7% | +14.1% | -10.4% | +1.2% |
| 3M | +14.5% | +6.0% | +8.5% | +13.2% |
| 6M | +40.9% | +13.2% | +27.7% | +37.6% |
| YTD | +2.4% | +30.4% | -28.0% | -2.7% |
| 1Y | +6.1% | +31.0% | -24.9% | +0.7% |
| 3Y | +21.0% | +67.6% | -46.6% | +10.4% |
| 5Y | -11.4% | +35.8% | -47.2% | -17.1% |
| All | +249.8% | +63.6% | +186.2% | +206.3% |
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