+176.7%
DLR vs KIM
+29.7%
+147.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | -1.2% | -1.1% | -0.1% | -0.9% |
| 3M | +2.9% | -5.3% | +8.2% | +4.5% |
| 6M | +6.7% | +3.9% | +2.7% | +5.4% |
| YTD | +23.9% | +20.3% | +3.6% | +17.3% |
| 1Y | +18.6% | +10.4% | +8.2% | +15.0% |
| 3Y | +59.7% | +46.3% | +13.4% | +42.4% |
| 5Y | +42.1% | +37.6% | +4.5% | +29.0% |
| 10Y | +176.7% | +34.5% | +142.2% | +197.8% |
| All | +176.7% | +29.7% | +147.0% | +197.8% |
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