-26.2%
DOCN vs KIM
+39.0%
-65.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.9% |
| 7D | -12.1% | +2.8% | -14.9% | -14.1% |
| 30D | -41.0% | +15.9% | -56.9% | -48.2% |
| 3M | -38.7% | +7.8% | -46.5% | -42.9% |
| 6M | -51.5% | +11.9% | -63.4% | -57.1% |
| YTD | +65.3% | +31.0% | +34.2% | +24.5% |
| 1Y | +53.9% | +32.3% | +21.6% | +14.4% |
| 3Y | +215.6% | +65.5% | +150.1% | +80.3% |
| 5Y | -26.2% | +37.2% | -63.4% | -47.0% |
| All | -26.2% | +39.0% | -65.2% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling