+180.6%
DVA vs KIM
+32.5%
+148.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | 0.0% | -3.0% | +3.0% | +0.8% |
| 3M | -10.9% | -8.9% | -2.1% | -8.8% |
| 6M | +17.3% | +2.4% | +14.9% | +16.5% |
| YTD | +59.8% | +18.3% | +41.5% | +53.1% |
| 1Y | +36.3% | +8.2% | +28.1% | +33.5% |
| 3Y | +88.6% | +44.0% | +44.6% | +71.2% |
| 5Y | +47.5% | +37.3% | +10.2% | +34.6% |
| All | +180.6% | +32.5% | +148.1% | +162.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling