+302.5%
DOV vs KIM
+29.7%
+272.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +1.3% | -1.0% | +2.3% | +1.7% |
| 30D | -8.6% | -1.1% | -7.6% | -8.3% |
| 3M | -13.1% | -5.3% | -7.8% | -11.4% |
| 6M | -8.8% | +3.9% | -12.7% | -10.3% |
| YTD | -1.2% | +20.3% | -21.5% | -8.2% |
| 1Y | +10.7% | +10.4% | +0.3% | +6.1% |
| 3Y | +39.3% | +46.3% | -7.0% | +19.2% |
| 5Y | +16.4% | +37.6% | -21.1% | +1.3% |
| 10Y | +302.5% | +34.5% | +268.0% | +188.4% |
| All | +302.5% | +29.7% | +272.8% | +188.4% |
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 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