+22.0%
DIS vs KIM
+27.5%
-5.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | +3.5% | -4.0% | +7.5% | +5.1% |
| 3M | +6.8% | +0.5% | +6.3% | +6.5% |
| 6M | +3.0% | +3.6% | -0.6% | +1.4% |
| YTD | -6.7% | +20.4% | -27.2% | -13.4% |
| 1Y | -10.1% | +9.7% | -19.8% | -13.6% |
| 3Y | +33.0% | +46.0% | -12.9% | +13.3% |
| 5Y | -40.0% | +34.4% | -74.4% | -47.6% |
| All | +22.0% | +27.5% | -5.6% | -10.0% |
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