+82.3%
DT vs KIM
+84.8%
-2.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -7.5% | +2.8% | -10.3% | -8.2% |
| 30D | -31.5% | +15.9% | -47.4% | -34.4% |
| 3M | -14.0% | +7.8% | -21.8% | -16.0% |
| 6M | +6.9% | +11.9% | -5.0% | +3.0% |
| YTD | +0.3% | +31.0% | -30.7% | -8.0% |
| 1Y | -6.9% | +32.3% | -39.3% | -14.9% |
| 3Y | -13.9% | +65.5% | -79.4% | -27.1% |
| 5Y | -39.9% | +37.2% | -77.1% | -46.5% |
| All | +82.3% | +84.8% | -2.5% | +56.5% |
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