-0.1%
DT vs KIM
+9.4%
-9.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.5% |
| 7D | -0.5% | -1.0% | +0.4% | -0.7% |
| 30D | +0.1% | -1.1% | +1.1% | 0.0% |
| 3M | +24.1% | -5.3% | +29.4% | +23.7% |
| 6M | +30.1% | +3.9% | +26.2% | +30.5% |
| YTD | +16.8% | +20.3% | -3.5% | +15.3% |
| 1Y | -0.1% | +10.4% | -10.5% | +0.3% |
| All | -0.1% | +9.4% | -9.5% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling