-10.1%
DIS vs KIM
+9.1%
-19.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | +3.5% | -5.1% | +8.6% | +5.4% |
| 3M | +6.8% | -0.6% | +7.5% | +7.1% |
| 6M | +3.0% | +2.4% | +0.6% | +2.1% |
| YTD | -6.7% | +19.0% | -25.7% | -12.4% |
| 1Y | -10.1% | +8.4% | -18.5% | -14.6% |
| All | -10.1% | +9.1% | -19.2% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling