+7,537.5%
DRI vs KIM
+1,376.6%
+6,160.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.2% | +2.8% | +1.5% | +3.1% |
| 30D | +15.7% | +15.9% | -0.2% | +8.8% |
| 3M | +5.8% | +7.8% | -2.0% | +2.5% |
| 6M | +18.4% | +11.9% | +6.5% | +12.9% |
| YTD | +28.2% | +31.0% | -2.8% | +14.3% |
| 1Y | +35.9% | +32.3% | +3.6% | +20.7% |
| 3Y | +67.7% | +65.5% | +2.3% | +33.8% |
| 5Y | +77.9% | +37.2% | +40.7% | +51.3% |
| 10Y | +338.7% | +63.9% | +274.8% | +224.2% |
| All | +7,537.5% | +1,376.6% | +6,160.9% | +2,540.2% |
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 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