+25.4%
DKS vs KIM
+34.6%
-9.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.5% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +9.3% | +14.1% | -4.8% | +0.3% |
| 3M | -25.3% | +6.0% | -31.3% | -27.9% |
| 6M | -29.2% | +13.2% | -42.4% | -34.7% |
| YTD | -22.7% | +30.4% | -53.1% | -35.2% |
| 1Y | -30.1% | +31.0% | -61.1% | -41.6% |
| 3Y | +45.6% | +67.6% | -22.0% | +2.5% |
| All | +25.4% | +34.6% | -9.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling