+67.0%
DRI vs KIM
+57.8%
+9.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +2.8% | +4.1% | -1.3% | +1.2% |
| 30D | +13.3% | +16.8% | -3.5% | +6.3% |
| 3M | +8.2% | +5.7% | +2.5% | +5.7% |
| 6M | +17.5% | +9.7% | +7.9% | +13.1% |
| YTD | +26.9% | +30.2% | -3.3% | +14.0% |
| 1Y | +31.6% | +32.1% | -0.5% | +17.5% |
| 3Y | +67.0% | +58.6% | +8.4% | +40.8% |
| All | +67.0% | +57.8% | +9.1% | +40.8% |
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