+6,420.0%
DOV vs KIM
+3,307.9%
+3,112.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | +8.8% | +13.4% | -4.6% | +3.8% |
| 3M | +0.9% | +6.5% | -5.6% | -1.5% |
| 6M | -2.8% | +10.6% | -13.4% | -6.6% |
| YTD | +8.1% | +29.9% | -21.8% | -2.1% |
| 1Y | +15.2% | +29.6% | -14.3% | +4.5% |
| 3Y | +64.5% | +64.1% | +0.5% | +36.0% |
| 5Y | +28.9% | +35.3% | -6.4% | +13.5% |
| 10Y | +328.7% | +63.1% | +265.6% | +220.1% |
| All | +6,420.0% | +3,307.9% | +3,112.1% | +2,009.3% |
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