+117.6%
DT vs KIM
+69.8%
+47.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | +2.0% | -4.0% | +6.0% | +3.2% |
| 3M | +20.0% | +0.5% | +19.5% | +19.5% |
| 6M | +39.3% | +3.6% | +35.7% | +37.3% |
| YTD | +19.8% | +20.4% | -0.7% | +12.7% |
| 1Y | +4.3% | +9.7% | -5.4% | +0.8% |
| 3Y | +7.7% | +46.0% | -38.3% | -5.4% |
| 5Y | -26.8% | +34.4% | -61.3% | -34.2% |
| All | +117.6% | +69.8% | +47.8% | +91.6% |
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 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