+34.5%
DLR vs KIM
+36.8%
-2.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | -3.4% | -4.0% | +0.6% | -1.2% |
| 3M | +0.5% | +0.5% | 0.0% | -0.1% |
| 6M | +4.6% | +3.6% | +0.9% | +2.2% |
| YTD | +23.4% | +20.4% | +3.0% | +10.9% |
| 1Y | +19.0% | +9.7% | +9.3% | +12.4% |
| 3Y | +56.5% | +46.0% | +10.5% | +22.5% |
| All | +34.5% | +36.8% | -2.3% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling