+240.7%
DOCN vs KIM
+66.0%
+174.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | +3.7% | -1.0% | +4.7% | +4.3% |
| 30D | -33.7% | +14.8% | -48.5% | -38.2% |
| 3M | -27.9% | +8.1% | -36.0% | -30.7% |
| 6M | -46.4% | +11.7% | -58.1% | -50.3% |
| YTD | +81.1% | +30.7% | +50.4% | +49.2% |
| 1Y | +74.3% | +29.7% | +44.6% | +44.1% |
| All | +240.7% | +66.0% | +174.7% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling