+3,472.7%
DLR vs KIM
+163.5%
+3,309.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +0.3% | +2.8% | -2.4% | -0.9% |
| 30D | +1.2% | +15.9% | -14.7% | -5.9% |
| 3M | -4.8% | +7.8% | -12.6% | -8.4% |
| 6M | -6.1% | +11.9% | -18.0% | -11.5% |
| YTD | +19.3% | +31.0% | -11.7% | +4.1% |
| 1Y | +10.0% | +32.3% | -22.4% | -4.6% |
| 3Y | +53.8% | +65.5% | -11.7% | +18.1% |
| 5Y | +39.1% | +37.2% | +1.9% | +16.0% |
| 10Y | +188.1% | +63.9% | +124.2% | +80.4% |
| All | +3,472.7% | +163.5% | +3,309.2% | +1,413.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling