+36.3%
DIS vs KIM
+64.9%
-28.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.4% | +2.8% | +1.6% | +3.3% |
| 30D | +10.3% | +15.9% | -5.6% | +4.2% |
| 3M | +15.5% | +7.8% | +7.8% | +12.2% |
| 6M | +11.2% | +11.9% | -0.7% | +6.3% |
| YTD | +5.6% | +31.0% | -25.5% | -5.1% |
| 1Y | +7.7% | +32.3% | -24.6% | -3.6% |
| 3Y | +39.3% | +65.5% | -26.2% | +13.3% |
| 5Y | -29.5% | +37.2% | -66.7% | -39.0% |
| 10Y | +36.3% | +63.9% | -27.7% | -7.5% |
| All | +36.3% | +64.9% | -28.7% | -7.5% |
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