+3,595.6%
DLR vs KIM
+142.1%
+3,453.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +0.5% | +0.5% | 0.0% | 0.0% |
| 6M | +4.6% | +3.6% | +0.9% | +2.6% |
| YTD | +23.4% | +20.4% | +3.0% | +12.4% |
| 1Y | +19.0% | +9.7% | +9.3% | +13.2% |
| 3Y | +56.5% | +46.0% | +10.5% | +27.9% |
| 5Y | +33.3% | +34.4% | -1.1% | +12.1% |
| 10Y | +165.1% | +29.3% | +135.8% | +89.3% |
| All | +3,595.6% | +142.1% | +3,453.5% | +1,533.9% |
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 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