+199.6%
DKS vs KIM
+32.5%
+167.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | -2.0% | -1.7% | -0.3% | -1.2% |
| 30D | -32.7% | -3.0% | -29.8% | -31.7% |
| 3M | -38.8% | -8.9% | -29.9% | -35.9% |
| 6M | -29.4% | +2.4% | -31.8% | -30.3% |
| YTD | -30.3% | +18.3% | -48.6% | -36.0% |
| 1Y | -39.6% | +8.2% | -47.8% | -42.0% |
| 3Y | +32.2% | +44.0% | -11.8% | +9.7% |
| 5Y | +15.1% | +37.3% | -22.2% | -2.3% |
| All | +199.6% | +32.5% | +167.1% | +128.2% |
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