-27.9%
DHR vs KIM
+37.3%
-65.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.4% | -1.0% | -1.5% | -2.0% |
| 30D | -2.2% | -1.1% | -1.1% | -1.8% |
| 3M | +9.0% | -5.3% | +14.3% | +11.1% |
| 6M | +3.5% | +3.9% | -0.4% | +1.5% |
| YTD | -10.1% | +20.3% | -30.4% | -17.3% |
| 1Y | +6.2% | +10.4% | -4.3% | +1.3% |
| 3Y | -5.4% | +46.3% | -51.7% | -20.2% |
| 5Y | -27.9% | +37.6% | -65.5% | -35.3% |
| All | -27.9% | +37.3% | -65.2% | -35.3% |
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 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