-25.8%
DPZ vs KIM
+31.2%
-57.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +9.5% | +5.0% | +4.5% | +7.8% |
| 30D | +12.8% | +15.8% | -3.0% | +7.5% |
| 3M | -6.2% | +4.3% | -10.5% | -7.5% |
| 6M | +4.3% | +11.4% | -7.1% | +0.6% |
| YTD | -16.6% | +30.8% | -47.4% | -23.9% |
| 1Y | -12.8% | +31.4% | -44.3% | -20.6% |
| 3Y | -0.8% | +57.7% | -58.5% | -15.9% |
| 5Y | -25.8% | +31.7% | -57.5% | -34.1% |
| All | -25.8% | +31.2% | -57.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling