+239.3%
KDP vs KIM
+65.6%
+173.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +0.3% | +2.8% | -2.5% | -0.2% |
| 30D | +16.3% | +16.3% | 0.0% | +13.2% |
| 3M | +24.0% | +6.6% | +17.3% | +22.6% |
| 6M | +30.0% | +12.3% | +17.7% | +27.4% |
| YTD | +36.1% | +31.6% | +4.5% | +29.7% |
| 1Y | +46.8% | +31.5% | +15.3% | +39.9% |
| 3Y | +30.5% | +68.0% | -37.5% | +18.5% |
| 5Y | +17.9% | +38.7% | -20.8% | +9.5% |
| 10Y | +239.3% | +65.7% | +173.5% | +199.2% |
| All | +239.3% | +65.6% | +173.7% | +199.2% |
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 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