-61.5%
DOCS vs KIM
+9.1%
-70.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.4% | -2.5% |
| 7D | -1.4% | -0.8% | -0.7% | -1.3% |
| 30D | +21.8% | -5.1% | +26.9% | +23.0% |
| 3M | +27.3% | -0.6% | +27.9% | +27.1% |
| 6M | -0.3% | +2.4% | -2.7% | -1.4% |
| YTD | -40.5% | +19.0% | -59.5% | -45.1% |
| 1Y | -61.5% | +8.4% | -70.0% | -62.3% |
| All | -61.5% | +9.1% | -70.7% | -62.3% |
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