+130.9%
DPZ vs KIM
+64.9%
+65.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +2.2% | +2.8% | -0.6% | +1.9% |
| 30D | +6.7% | +15.9% | -9.2% | +5.0% |
| 3M | -4.5% | +7.8% | -12.3% | -5.3% |
| 6M | +3.3% | +11.9% | -8.6% | +2.1% |
| YTD | -19.4% | +31.0% | -50.5% | -21.7% |
| 1Y | -17.3% | +32.3% | -49.6% | -19.7% |
| 3Y | -8.4% | +65.5% | -73.9% | -12.8% |
| 5Y | -28.2% | +37.2% | -65.4% | -31.0% |
| 10Y | +130.9% | +63.9% | +67.0% | +118.5% |
| All | +130.9% | +64.9% | +65.9% | +118.5% |
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