+22.3%
DOC vs KIM
+46.3%
-24.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | -4.8% | -4.0% | -0.8% | -1.8% |
| 3M | +6.9% | +0.5% | +6.3% | +6.4% |
| 6M | +20.7% | +3.6% | +17.1% | +17.7% |
| YTD | +34.1% | +20.4% | +13.7% | +17.1% |
| 1Y | +22.6% | +9.7% | +12.9% | +14.6% |
| All | +22.3% | +46.3% | -24.0% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling