+1,103.7%
DIA vs KIM
+864.6%
+239.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.9% | +2.8% | -1.9% | +0.2% |
| 30D | +1.1% | +15.9% | -14.8% | -3.0% |
| 3M | -2.9% | +7.8% | -10.7% | -4.9% |
| 6M | +5.9% | +11.9% | -6.0% | +2.4% |
| YTD | +9.8% | +31.0% | -21.3% | +1.5% |
| 1Y | +11.7% | +32.3% | -20.6% | +3.0% |
| 3Y | +59.5% | +65.5% | -5.9% | +37.1% |
| 5Y | +57.5% | +37.2% | +20.3% | +40.9% |
| 10Y | +235.9% | +63.9% | +172.0% | +164.0% |
| All | +1,103.7% | +864.6% | +239.1% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling