+91.0%
DOCN vs KIM
+30.6%
+60.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -3.9% |
| 7D | +19.1% | +0.1% | +19.0% | +19.2% |
| 30D | -21.0% | +14.1% | -35.1% | -13.6% |
| 3M | -34.7% | +6.0% | -40.7% | -31.3% |
| 6M | -45.8% | +13.2% | -59.0% | -41.2% |
| YTD | +79.4% | +30.4% | +49.0% | +106.0% |
| 1Y | +91.0% | +31.0% | +60.0% | +119.8% |
| All | +91.0% | +30.6% | +60.4% | +119.8% |
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 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