+65.7%
KIM vs DAR
+288.2%
-222.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.6% | -0.6% |
| 7D | +2.8% | -2.8% | +5.6% | +3.7% |
| 30D | +16.3% | -12.8% | +29.2% | +21.5% |
| 3M | +6.6% | -11.6% | +18.2% | +10.2% |
| 6M | +12.3% | -16.8% | +29.1% | +17.8% |
| YTD | +31.6% | +45.9% | -14.4% | +11.6% |
| 1Y | +31.5% | +61.5% | -30.0% | +7.2% |
| 3Y | +68.0% | +23.0% | +45.0% | +42.1% |
| 5Y | +38.7% | -35.8% | +74.5% | +46.8% |
| 10Y | +65.7% | +280.4% | -214.7% | -21.1% |
| All | +65.7% | +288.2% | -222.5% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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