-50.3%
DOCS vs KIM
+42.9%
-93.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.7% |
| 30D | +21.8% | -4.0% | +25.8% | +24.5% |
| 3M | +27.3% | +0.5% | +26.7% | +26.5% |
| 6M | -0.3% | +3.6% | -4.0% | -2.9% |
| YTD | -40.5% | +20.4% | -60.9% | -46.9% |
| 1Y | -61.5% | +9.7% | -71.2% | -63.8% |
| 3Y | +8.2% | +46.0% | -37.8% | -15.2% |
| 5Y | -73.4% | +34.4% | -107.9% | -77.3% |
| All | -50.3% | +42.9% | -93.2% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling