-10.9%
DT vs KIM
+62.3%
-73.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -20.2% | +2.8% | -23.1% | -20.6% |
| 30D | -30.8% | +16.3% | -47.1% | -32.8% |
| 3M | -10.2% | +6.6% | -16.9% | -11.3% |
| 6M | +8.0% | +12.3% | -4.3% | +5.1% |
| YTD | +1.5% | +31.6% | -30.1% | -6.2% |
| 1Y | -6.9% | +31.5% | -38.4% | -13.9% |
| 3Y | -10.9% | +68.0% | -78.9% | -21.6% |
| All | -10.9% | +62.3% | -73.2% | -21.6% |
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