+181.2%
DLR vs KIM
+63.6%
+117.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +4.6% | +14.1% | -9.5% | +0.7% |
| 3M | -8.3% | +6.0% | -14.3% | -9.9% |
| 6M | -5.6% | +13.2% | -18.9% | -9.1% |
| YTD | +18.7% | +30.4% | -11.7% | +9.8% |
| 1Y | +17.1% | +31.0% | -13.9% | +8.1% |
| 3Y | +54.4% | +67.6% | -13.3% | +32.8% |
| 5Y | +36.5% | +35.8% | +0.7% | +23.5% |
| All | +181.2% | +63.6% | +117.6% | +167.2% |
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