+1,117.5%
KDP vs KIM
+39.0%
+1,078.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +6.0% | -4.0% | +10.0% | +6.8% |
| 3M | +9.2% | +0.5% | +8.6% | +9.1% |
| 6M | +14.7% | +3.6% | +11.1% | +13.9% |
| YTD | +19.2% | +20.4% | -1.2% | +15.0% |
| 1Y | +15.2% | +9.7% | +5.5% | +13.0% |
| 3Y | +6.0% | +46.0% | -40.0% | -2.3% |
| 5Y | +5.4% | +34.4% | -29.0% | -2.4% |
| 10Y | +171.9% | +29.3% | +142.6% | +138.4% |
| All | +1,117.5% | +39.0% | +1,078.4% | +824.5% |
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 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