+7,085.5%
DRI vs KIM
+1,257.0%
+5,828.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +3.8% | -4.0% | +7.8% | +5.6% |
| 3M | +13.0% | +0.5% | +12.5% | +12.7% |
| 6M | +8.3% | +3.6% | +4.7% | +6.6% |
| YTD | +20.6% | +20.4% | +0.2% | +11.4% |
| 1Y | +6.5% | +9.7% | -3.2% | +2.1% |
| 3Y | +53.7% | +46.0% | +7.7% | +28.9% |
| 5Y | +72.7% | +34.4% | +38.2% | +47.9% |
| 10Y | +363.2% | +29.3% | +333.9% | +273.7% |
| All | +7,085.5% | +1,257.0% | +5,828.5% | +2,473.1% |
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