+474.3%
DINO vs KIM
+33.1%
+441.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | +1.5% | -1.5% | +3.0% | +2.3% |
| 30D | +25.9% | -1.7% | +27.6% | +27.1% |
| 3M | +53.2% | -7.1% | +60.3% | +59.1% |
| 6M | +105.5% | +2.9% | +102.6% | +100.6% |
| YTD | +139.2% | +18.8% | +120.4% | +115.9% |
| 1Y | +117.4% | +9.4% | +108.0% | +104.9% |
| 3Y | +99.3% | +44.6% | +54.7% | +58.4% |
| 5Y | +333.0% | +37.9% | +295.1% | +240.3% |
| All | +474.3% | +33.1% | +441.3% | +239.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling