+61.6%
DRAM vs KIM
+16.9%
+44.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.6% | +10.1% |
| 7D | -0.6% | -1.0% | +0.4% | -1.9% |
| 30D | -18.0% | +14.8% | -32.8% | -3.4% |
| 3M | -11.9% | +8.1% | -20.0% | -1.8% |
| 6M | -18.6% | +11.7% | -30.2% | -8.9% |
| All | +61.6% | +16.9% | +44.7% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling