+5,622.1%
DPZ vs KIM
+185.0%
+5,437.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | -7.0% | -4.0% | -3.0% | -5.9% |
| 3M | +11.6% | +0.5% | +11.1% | +11.4% |
| 6M | -15.2% | +3.6% | -18.8% | -16.2% |
| YTD | -17.2% | +20.4% | -37.7% | -21.9% |
| 1Y | -24.8% | +9.7% | -34.5% | -27.1% |
| 3Y | -8.7% | +46.0% | -54.7% | -19.5% |
| 5Y | -28.9% | +34.4% | -63.4% | -36.9% |
| 10Y | +153.6% | +29.3% | +124.3% | +101.9% |
| All | +5,622.1% | +185.0% | +5,437.2% | +3,487.3% |
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