+5,903.6%
DOV vs KIM
+3,058.9%
+2,844.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -8.1% | -4.0% | -4.1% | -6.7% |
| 3M | -9.4% | +0.5% | -10.0% | -9.7% |
| 6M | -12.6% | +3.6% | -16.2% | -13.8% |
| YTD | -0.5% | +20.4% | -20.9% | -7.2% |
| 1Y | +9.2% | +9.7% | -0.5% | +5.2% |
| 3Y | +34.1% | +46.0% | -11.9% | +15.6% |
| 5Y | +17.3% | +34.4% | -17.2% | +3.3% |
| 10Y | +284.9% | +29.3% | +255.6% | +212.3% |
| All | +5,903.6% | +3,058.9% | +2,844.7% | +1,899.0% |
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