-51.1%
DOCS vs KIM
+31.2%
-82.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.8% |
| 7D | -1.3% | +5.0% | -6.3% | -3.9% |
| 30D | +19.4% | +15.8% | +3.6% | +9.9% |
| 3M | +53.4% | +4.3% | +49.1% | +49.7% |
| 6M | +28.8% | +11.4% | +17.4% | +20.3% |
| YTD | -25.1% | +30.8% | -55.9% | -36.9% |
| 1Y | -48.1% | +31.4% | -79.6% | -56.5% |
| 3Y | +51.4% | +57.7% | -6.3% | +10.5% |
| 5Y | -51.1% | +31.7% | -82.8% | -60.2% |
| All | -51.1% | +31.2% | -82.3% | -60.2% |
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 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