+54.0%
DOCN vs KIM
+31.1%
+22.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.3% |
| 7D | -19.2% | +4.1% | -23.2% | -16.9% |
| 30D | -43.1% | +16.8% | -59.9% | -37.3% |
| 3M | -40.7% | +5.7% | -46.4% | -37.8% |
| 6M | -55.0% | +9.7% | -64.7% | -51.9% |
| YTD | +50.6% | +30.2% | +20.4% | +69.3% |
| 1Y | +54.0% | +32.1% | +21.8% | +72.0% |
| All | +54.0% | +31.1% | +22.8% | +72.0% |
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