+5,650.9%
DPZ vs KIM
+212.5%
+5,438.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.9% | +4.4% |
| 7D | +10.1% | +10.6% | -0.5% | +6.9% |
| 30D | +14.6% | +17.5% | -2.9% | +9.3% |
| 3M | -6.8% | +4.7% | -11.5% | -8.0% |
| 6M | +4.4% | +13.1% | -8.7% | +0.6% |
| YTD | -16.8% | +32.1% | -48.9% | -23.6% |
| 1Y | -14.5% | +32.7% | -47.1% | -21.5% |
| 3Y | -1.1% | +59.2% | -60.3% | -14.9% |
| 5Y | -28.0% | +38.3% | -66.3% | -36.4% |
| 10Y | +130.2% | +69.0% | +61.2% | +67.0% |
| All | +5,650.9% | +212.5% | +5,438.4% | +3,410.1% |
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 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