+57.5%
DIA vs KIM
+39.0%
+18.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.9% | +2.8% | -1.9% | 0.0% |
| 30D | +1.1% | +15.9% | -14.8% | -4.1% |
| 3M | -2.9% | +7.8% | -10.7% | -5.5% |
| 6M | +5.9% | +11.9% | -6.0% | +1.3% |
| YTD | +9.8% | +31.0% | -21.3% | -1.2% |
| 1Y | +11.7% | +32.3% | -20.6% | +0.1% |
| 3Y | +59.5% | +65.5% | -5.9% | +29.4% |
| 5Y | +57.5% | +37.2% | +20.3% | +36.2% |
| All | +57.5% | +39.0% | +18.6% | +36.2% |
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