+1,339.3%
KDP vs KIM
+50.9%
+1,288.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | -1.0% | +5.0% | +4.2% |
| 30D | +16.8% | +14.8% | +2.0% | +13.8% |
| 3M | +32.0% | +8.1% | +23.9% | +30.1% |
| 6M | +35.2% | +11.7% | +23.5% | +32.3% |
| YTD | +40.9% | +30.7% | +10.2% | +33.8% |
| 1Y | +47.7% | +29.7% | +17.9% | +40.4% |
| 3Y | +34.8% | +65.1% | -30.3% | +21.5% |
| 5Y | +22.6% | +34.7% | -12.0% | +13.6% |
| 10Y | +266.4% | +64.1% | +202.3% | +206.8% |
| All | +1,339.3% | +50.9% | +1,288.4% | +976.1% |
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