+2,021.8%
DUK vs KIM
+3,058.9%
-1,037.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.7% | -4.0% | +2.3% | -0.9% |
| 3M | -0.4% | +0.5% | -1.0% | -0.6% |
| 6M | -7.2% | +3.6% | -10.9% | -7.9% |
| YTD | +5.3% | +20.4% | -15.2% | +1.5% |
| 1Y | +3.0% | +9.7% | -6.7% | +1.0% |
| 3Y | +53.1% | +46.0% | +7.1% | +41.2% |
| 5Y | +37.9% | +34.4% | +3.5% | +27.9% |
| 10Y | +124.8% | +29.3% | +95.5% | +97.2% |
| All | +2,021.8% | +3,058.9% | -1,037.2% | +1,194.7% |
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