+427.3%
DINO vs KIM
+64.0%
+363.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -2.7% | -1.0% | -1.7% | -2.2% |
| 30D | -17.2% | +14.8% | -32.0% | -23.5% |
| 3M | +18.9% | +8.1% | +10.8% | +13.5% |
| 6M | +40.6% | +11.7% | +28.9% | +31.2% |
| YTD | +125.9% | +30.7% | +95.2% | +92.6% |
| 1Y | +90.9% | +29.7% | +61.2% | +63.4% |
| 3Y | +113.4% | +65.1% | +48.3% | +57.1% |
| 5Y | +258.3% | +34.7% | +223.7% | +185.4% |
| All | +427.3% | +64.0% | +363.2% | +219.6% |
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