+60.1%
DOCN vs KIM
+34.4%
+25.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | -9.6% | -4.0% | -5.7% | -6.8% |
| 3M | -37.7% | +0.5% | -38.2% | -39.0% |
| 6M | +115.2% | +3.6% | +111.6% | +104.3% |
| YTD | +133.7% | +20.4% | +113.3% | +92.2% |
| 1Y | +250.2% | +9.7% | +240.5% | +211.7% |
| 3Y | +320.3% | +46.0% | +274.3% | +177.9% |
| All | +60.1% | +34.4% | +25.6% | +12.5% |
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 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