+6.2%
DT vs KIM
+47.7%
-41.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | +2.7% | -1.7% | +4.4% | +3.1% |
| 3M | +20.0% | -0.8% | +20.8% | +20.0% |
| 6M | +28.0% | +4.4% | +23.6% | +26.1% |
| YTD | +16.0% | +21.2% | -5.2% | +9.1% |
| 1Y | +0.7% | +10.5% | -9.8% | -2.6% |
| 3Y | +6.2% | +47.5% | -41.3% | -6.9% |
| All | +6.2% | +47.7% | -41.5% | -6.9% |
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