+1,893.3%
DOC vs KIM
+3,058.9%
-1,165.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +6.9% | +0.5% | +6.3% | +6.5% |
| 6M | +20.7% | +3.6% | +17.1% | +18.2% |
| YTD | +34.1% | +20.4% | +13.7% | +19.3% |
| 1Y | +22.6% | +9.7% | +12.9% | +15.7% |
| 3Y | +20.8% | +46.0% | -25.2% | -5.5% |
| 5Y | -24.9% | +34.4% | -59.3% | -39.4% |
| 10Y | -1.8% | +29.3% | -31.1% | -29.0% |
| All | +1,893.3% | +3,058.9% | -1,165.6% | +539.3% |
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