+476.6%
DINO vs KIM
+34.7%
+441.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +2.0% | -1.0% | +2.9% | +2.5% |
| 30D | +27.7% | -1.1% | +28.8% | +28.4% |
| 3M | +56.3% | -5.3% | +61.6% | +60.7% |
| 6M | +107.6% | +3.9% | +103.6% | +101.5% |
| YTD | +140.2% | +20.3% | +119.9% | +115.4% |
| 1Y | +113.0% | +10.4% | +102.5% | +99.8% |
| 3Y | +100.1% | +46.3% | +53.7% | +58.0% |
| 5Y | +328.7% | +37.6% | +291.2% | +237.6% |
| All | +476.6% | +34.7% | +441.9% | +238.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling