+22.6%
DOC vs KIM
+9.1%
+13.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.7% |
| 7D | -1.5% | -0.8% | -0.7% | -0.9% |
| 30D | -4.8% | -5.1% | +0.3% | -0.5% |
| 3M | +6.9% | -0.6% | +7.5% | +7.3% |
| 6M | +20.7% | +2.4% | +18.3% | +18.6% |
| YTD | +34.1% | +19.0% | +15.1% | +17.5% |
| 1Y | +22.6% | +8.4% | +14.2% | +19.8% |
| All | +22.6% | +9.1% | +13.5% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling