+4,415.1%
DVA vs KIM
+1,293.4%
+3,121.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | -2.5% | -4.0% | +1.5% | -1.6% |
| 3M | -4.3% | +0.5% | -4.8% | -4.4% |
| 6M | +18.9% | +3.6% | +15.3% | +17.9% |
| YTD | +61.9% | +20.4% | +41.5% | +55.6% |
| 1Y | +35.7% | +9.7% | +26.0% | +33.1% |
| 3Y | +78.6% | +46.0% | +32.7% | +63.8% |
| 5Y | +39.2% | +34.4% | +4.8% | +28.9% |
| 10Y | +184.0% | +29.3% | +154.7% | +148.5% |
| All | +4,415.1% | +1,293.4% | +3,121.7% | +1,537.1% |
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