+45.9%
KDP vs KIM
+31.8%
+14.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | +0.3% | +2.8% | -2.5% | -1.0% |
| 30D | +16.3% | +16.3% | 0.0% | +8.9% |
| 3M | +24.0% | +6.6% | +17.3% | +20.2% |
| 6M | +30.0% | +12.3% | +17.7% | +24.2% |
| YTD | +36.1% | +31.6% | +4.5% | +24.5% |
| All | +45.9% | +31.8% | +14.2% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling