-47.3%
DOCS vs KIM
+33.1%
-80.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.8% | +6.1% |
| 7D | +1.2% | +10.6% | -9.4% | +0.8% |
| 30D | +21.3% | +17.5% | +3.8% | +20.5% |
| 3M | +58.4% | +4.7% | +53.7% | +58.0% |
| 6M | +39.3% | +13.1% | +26.2% | +37.5% |
| YTD | -21.7% | +32.1% | -53.8% | -26.9% |
| 1Y | -47.3% | +32.7% | -80.0% | -51.2% |
| All | -47.3% | +33.1% | -80.4% | -51.2% |
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