+16.2%
KDP vs KIM
+34.6%
-18.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +9.7% | +14.1% | -4.4% | +6.2% |
| 3M | +17.6% | +6.0% | +11.6% | +15.9% |
| 6M | +25.8% | +13.2% | +12.5% | +22.0% |
| YTD | +33.9% | +30.4% | +3.5% | +25.6% |
| 1Y | +38.9% | +31.0% | +7.8% | +30.1% |
| 3Y | +26.8% | +67.6% | -40.8% | +10.8% |
| All | +16.2% | +34.6% | -18.4% | +6.7% |
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