+66.4%
DOCN vs KIM
+79.5%
-13.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.0% | -14.9% | -15.2% |
| 7D | -29.3% | +5.0% | -34.2% | -31.6% |
| 30D | -46.0% | +15.8% | -61.8% | -51.4% |
| 3M | -43.2% | +4.3% | -47.5% | -45.2% |
| 6M | -53.7% | +11.4% | -65.1% | -57.9% |
| YTD | +46.9% | +30.8% | +16.1% | +17.1% |
| 1Y | +54.3% | +31.4% | +22.9% | +22.2% |
| 3Y | +185.5% | +57.7% | +127.9% | +94.0% |
| 5Y | -31.1% | +31.7% | -62.8% | -47.0% |
| All | +66.4% | +79.5% | -13.2% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling