-56.7%
DOCS vs KIM
+36.8%
-93.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -4.2% | -1.0% | -3.2% | -3.6% |
| 30D | +8.6% | +14.8% | -6.2% | +0.4% |
| 3M | +27.2% | +8.1% | +19.1% | +21.4% |
| 6M | +26.5% | +11.7% | +14.8% | +17.9% |
| YTD | -25.0% | +30.7% | -55.7% | -37.0% |
| 1Y | -37.0% | +29.7% | -66.7% | -46.8% |
| 3Y | +39.4% | +65.1% | -25.7% | -2.0% |
| 5Y | -56.7% | +34.7% | -91.3% | -65.0% |
| All | -56.7% | +36.8% | -93.5% | -65.0% |
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 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