+145.0%
DPZ vs KIM
+63.6%
+81.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +15.5% | +14.1% | +1.4% | +13.9% |
| 3M | -2.0% | +6.0% | -8.0% | -2.6% |
| 6M | +12.1% | +13.2% | -1.1% | +10.7% |
| YTD | -16.6% | +30.4% | -47.0% | -18.9% |
| 1Y | -14.6% | +31.0% | -45.6% | -17.0% |
| 3Y | -4.1% | +67.6% | -71.8% | -8.9% |
| 5Y | -28.3% | +35.8% | -64.1% | -31.1% |
| All | +145.0% | +63.6% | +81.4% | +134.4% |
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