+1,129.1%
DIA vs KIM
+786.5%
+342.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -1.5% | -4.0% | +2.5% | -0.4% |
| 3M | +3.8% | +0.5% | +3.2% | +3.4% |
| 6M | +10.3% | +3.6% | +6.7% | +9.0% |
| YTD | +12.1% | +20.4% | -8.3% | +6.1% |
| 1Y | +18.6% | +9.7% | +8.9% | +15.2% |
| 3Y | +60.6% | +46.0% | +14.6% | +42.7% |
| 5Y | +64.4% | +34.4% | +30.0% | +47.8% |
| 10Y | +250.1% | +29.3% | +220.8% | +193.3% |
| All | +1,129.1% | +786.5% | +342.6% | +391.2% |
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 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