+353.6%
DRI vs KIM
+29.7%
+323.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -4.8% | -1.0% | -3.9% | -4.3% |
| 30D | -3.9% | -1.1% | -2.8% | -3.3% |
| 3M | +5.1% | -5.3% | +10.4% | +8.1% |
| 6M | +5.5% | +3.9% | +1.6% | +3.0% |
| YTD | +16.5% | +20.3% | -3.8% | +4.8% |
| 1Y | +2.0% | +10.4% | -8.5% | -3.9% |
| 3Y | +54.5% | +46.3% | +8.2% | +21.1% |
| 5Y | +66.6% | +37.6% | +29.0% | +31.7% |
| 10Y | +353.6% | +34.5% | +319.1% | +165.9% |
| All | +353.6% | +29.7% | +323.9% | +165.9% |
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