+31.7%
DOV vs KIM
+37.1%
-5.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -2.2% |
| 30D | +12.3% | +15.9% | -3.6% | +3.6% |
| 3M | +1.2% | +7.8% | -6.6% | -3.0% |
| 6M | -3.1% | +11.9% | -14.9% | -9.2% |
| YTD | +9.4% | +31.0% | -21.7% | -6.2% |
| 1Y | +17.6% | +32.3% | -14.7% | +0.3% |
| 3Y | +66.5% | +65.5% | +1.1% | +23.1% |
| All | +31.7% | +37.1% | -5.4% | +8.4% |
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 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