+41.8%
DVA vs KIM
+37.3%
+4.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +2.0% | -1.0% | +3.0% | +2.4% |
| 30D | -0.4% | -1.1% | +0.7% | 0.0% |
| 3M | -7.7% | -5.3% | -2.3% | -5.7% |
| 6M | +20.0% | +3.9% | +16.0% | +18.0% |
| YTD | +61.1% | +20.3% | +40.8% | +49.9% |
| 1Y | +33.9% | +10.4% | +23.4% | +28.6% |
| 3Y | +91.5% | +46.3% | +45.2% | +64.5% |
| 5Y | +41.8% | +37.6% | +4.2% | +21.2% |
| All | +41.8% | +37.3% | +4.4% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling