+1,788.2%
DIS vs KIM
+3,307.9%
-1,519.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.9% | -0.7% | +1.5% | +1.1% |
| 30D | +8.9% | +13.4% | -4.5% | +4.3% |
| 3M | +14.5% | +6.5% | +8.0% | +12.1% |
| 6M | +12.2% | +10.6% | +1.6% | +8.3% |
| YTD | +4.7% | +29.9% | -25.2% | -4.5% |
| 1Y | +2.8% | +29.6% | -26.7% | -6.2% |
| 3Y | +38.1% | +64.1% | -25.9% | +15.4% |
| 5Y | -23.6% | +35.3% | -58.9% | -32.3% |
| 10Y | +31.4% | +63.1% | -31.7% | 0.0% |
| All | +1,788.2% | +3,307.9% | -1,519.7% | +610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling