+13.0%
DLR vs KIM
+33.1%
-20.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +1.5% |
| 7D | +2.8% | +10.6% | -7.8% | -0.3% |
| 30D | +2.8% | +17.5% | -14.7% | -2.3% |
| 3M | -4.0% | +4.7% | -8.7% | -5.0% |
| 6M | -5.6% | +13.1% | -18.7% | -9.6% |
| YTD | +21.9% | +32.1% | -10.1% | +13.3% |
| 1Y | +13.0% | +32.7% | -19.6% | +5.0% |
| All | +13.0% | +33.1% | -20.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling