-38.7%
DOCS vs KIM
+54.5%
-93.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.8% | +4.1% | -4.8% | -2.7% |
| 30D | +17.4% | +16.8% | +0.6% | +8.3% |
| 3M | +57.4% | +5.7% | +51.7% | +52.7% |
| 6M | +26.5% | +9.7% | +16.9% | +19.8% |
| YTD | -26.6% | +30.2% | -56.8% | -37.2% |
| 1Y | -48.1% | +32.1% | -80.2% | -56.0% |
| 3Y | +52.6% | +58.6% | -6.0% | +14.7% |
| 5Y | -52.1% | +31.2% | -83.2% | -60.5% |
| All | -38.7% | +54.5% | -93.2% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling