+85.5%
DT vs KIM
+84.4%
+1.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -5.4% | -1.0% | -4.4% | -5.1% |
| 30D | -32.2% | +14.8% | -47.0% | -34.9% |
| 3M | -10.9% | +8.1% | -19.1% | -13.1% |
| 6M | +10.0% | +11.7% | -1.7% | +6.1% |
| YTD | +2.1% | +30.7% | -28.7% | -6.3% |
| 1Y | -5.5% | +29.7% | -35.2% | -13.1% |
| 3Y | -12.4% | +65.1% | -77.5% | -25.8% |
| 5Y | -39.7% | +34.7% | -74.4% | -46.1% |
| All | +85.5% | +84.4% | +1.1% | +59.3% |
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