+345.5%
DRI vs KIM
+65.6%
+279.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.9% |
| 7D | +3.1% | +2.8% | +0.3% | +1.6% |
| 30D | +16.2% | +16.3% | -0.1% | +6.9% |
| 3M | +8.4% | +6.6% | +1.7% | +4.5% |
| 6M | +19.0% | +12.3% | +6.7% | +11.3% |
| YTD | +28.8% | +31.6% | -2.7% | +10.2% |
| 1Y | +33.1% | +31.5% | +1.6% | +13.9% |
| 3Y | +70.8% | +68.0% | +2.8% | +24.1% |
| 5Y | +74.2% | +38.7% | +35.5% | +37.8% |
| 10Y | +345.5% | +65.7% | +279.8% | +141.0% |
| All | +345.5% | +65.6% | +279.9% | +141.0% |
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