+3,457.3%
DLR vs KIM
+164.5%
+3,292.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.9% |
| 7D | +2.4% | +2.8% | -0.5% | +1.0% |
| 30D | +0.7% | +16.3% | -15.6% | -6.5% |
| 3M | -6.4% | +6.6% | -13.1% | -9.5% |
| 6M | -6.5% | +12.3% | -18.8% | -12.0% |
| YTD | +18.8% | +31.6% | -12.8% | +3.5% |
| 1Y | +9.0% | +31.5% | -22.5% | -5.1% |
| 3Y | +54.5% | +68.0% | -13.5% | +17.8% |
| 5Y | +35.8% | +38.7% | -2.9% | +12.6% |
| 10Y | +177.5% | +65.7% | +111.7% | +72.6% |
| All | +3,457.3% | +164.5% | +3,292.8% | +1,404.4% |
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