+97.7%
DOCN vs KIM
+81.3%
+16.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.6% | -10.7% | -9.4% |
| 7D | -20.0% | +10.6% | -30.6% | -25.5% |
| 30D | -38.8% | +17.5% | -56.3% | -45.5% |
| 3M | -34.8% | +4.7% | -39.5% | -37.3% |
| 6M | -22.8% | +13.1% | -35.9% | -30.6% |
| YTD | +74.6% | +32.1% | +42.5% | +38.2% |
| 1Y | +116.4% | +32.7% | +83.8% | +70.2% |
| 3Y | +239.3% | +59.2% | +180.1% | +128.8% |
| 5Y | -20.2% | +38.3% | -58.5% | -38.6% |
| All | +97.7% | +81.3% | +16.4% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling