+5,845.5%
DKS vs KIM
+403.1%
+5,442.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | -30.5% | -4.0% | -26.6% | -29.2% |
| 3M | -35.7% | +0.5% | -36.2% | -35.8% |
| 6M | -29.7% | +3.6% | -33.3% | -30.8% |
| YTD | -28.9% | +20.4% | -49.3% | -34.6% |
| 1Y | -35.9% | +9.7% | -45.6% | -38.5% |
| 3Y | +28.2% | +46.0% | -17.8% | +7.3% |
| 5Y | +11.8% | +34.4% | -22.6% | -3.1% |
| 10Y | +211.6% | +29.3% | +182.3% | +148.2% |
| All | +5,845.5% | +403.1% | +5,442.4% | +1,991.1% |
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