+54.5%
DLR vs KIM
+62.3%
-7.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.9% |
| 7D | +2.4% | +2.8% | -0.5% | +1.2% |
| 30D | +0.7% | +16.3% | -15.6% | -5.8% |
| 3M | -6.4% | +6.6% | -13.1% | -9.1% |
| 6M | -6.5% | +12.3% | -18.8% | -11.5% |
| YTD | +18.8% | +31.6% | -12.8% | +4.5% |
| 1Y | +9.0% | +31.5% | -22.5% | -4.1% |
| 3Y | +54.5% | +68.0% | -13.5% | +18.9% |
| All | +54.5% | +62.3% | -7.8% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling