+1,867.3%
DOC vs KIM
+3,364.1%
-1,496.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.4% | +0.9% |
| 7D | +8.7% | +10.6% | -1.9% | +2.0% |
| 30D | +7.6% | +17.5% | -9.8% | -2.8% |
| 3M | -5.3% | +4.7% | -10.0% | -8.0% |
| 6M | +27.6% | +13.1% | +14.5% | +18.1% |
| YTD | +32.4% | +32.1% | +0.3% | +11.1% |
| 1Y | +22.9% | +32.7% | -9.8% | +2.8% |
| 3Y | +43.1% | +59.2% | -16.1% | +6.1% |
| 5Y | -21.4% | +38.3% | -59.7% | -37.5% |
| 10Y | +16.8% | +69.0% | -52.2% | -29.1% |
| All | +1,867.3% | +3,364.1% | -1,496.8% | +495.2% |
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 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