+2,355.9%
DTE vs KIM
+3,058.9%
-703.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | -2.6% | -4.0% | +1.4% | -1.6% |
| 3M | -3.9% | +0.5% | -4.4% | -4.0% |
| 6M | -7.9% | +3.6% | -11.5% | -8.7% |
| YTD | +7.2% | +20.4% | -13.2% | +2.5% |
| 1Y | +3.1% | +9.7% | -6.6% | +0.7% |
| 3Y | +47.6% | +46.0% | +1.6% | +33.7% |
| 5Y | +32.7% | +34.4% | -1.7% | +21.1% |
| 10Y | +138.8% | +29.3% | +109.5% | +105.1% |
| All | +2,355.9% | +3,058.9% | -703.0% | +1,288.4% |
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