-11.7%
DHR vs KIM
+33.6%
-45.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +2.6% | -0.7% | +3.2% | +2.9% |
| 30D | +4.2% | +13.4% | -9.2% | -1.4% |
| 3M | +13.0% | +6.5% | +6.5% | +9.8% |
| 6M | +40.2% | +10.6% | +29.6% | +33.6% |
| YTD | +2.0% | +29.9% | -27.9% | -9.8% |
| 1Y | +6.6% | +29.6% | -23.0% | -5.7% |
| 3Y | +19.9% | +64.1% | -44.1% | -5.3% |
| 5Y | -11.7% | +35.3% | -47.0% | -24.0% |
| All | -11.7% | +33.6% | -45.3% | -24.0% |
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