+124.0%
DPZ vs KIM
+64.5%
+59.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | +6.6% | +4.1% | +2.5% | +6.1% |
| 30D | +10.3% | +16.8% | -6.5% | +8.5% |
| 3M | -6.2% | +5.7% | -11.9% | -6.7% |
| 6M | +4.2% | +9.7% | -5.4% | +3.2% |
| YTD | -18.4% | +30.2% | -48.6% | -20.6% |
| 1Y | -14.9% | +32.1% | -47.0% | -17.4% |
| 3Y | -4.6% | +58.6% | -63.2% | -8.9% |
| 5Y | -27.4% | +31.2% | -58.6% | -30.1% |
| All | +124.0% | +64.5% | +59.5% | +110.2% |
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