-76.5%
DOCU vs KIM
+34.4%
-111.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +6.9% | +0.4% | +6.5% | +6.5% |
| 30D | +19.0% | -4.0% | +23.0% | +22.3% |
| 3M | +34.3% | +0.5% | +33.7% | +33.3% |
| 6M | +48.0% | +3.6% | +44.4% | +42.7% |
| YTD | 0.0% | +20.4% | -20.4% | -13.9% |
| 1Y | -10.3% | +9.7% | -20.0% | -17.5% |
| 3Y | +32.4% | +46.0% | -13.6% | -6.9% |
| All | -76.5% | +34.4% | -111.0% | -81.2% |
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