+63.9%
KIM vs DAR
+269.9%
-206.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +2.8% | -3.8% | +6.6% | +4.0% |
| 30D | +15.9% | -14.4% | +30.3% | +21.7% |
| 3M | +7.8% | -17.9% | +25.7% | +14.4% |
| 6M | +11.9% | -18.3% | +30.2% | +18.1% |
| YTD | +31.0% | +43.2% | -12.2% | +11.9% |
| 1Y | +32.3% | +57.7% | -25.4% | +8.7% |
| 3Y | +65.5% | +22.7% | +42.7% | +39.9% |
| 5Y | +37.2% | -34.0% | +71.2% | +43.1% |
| 10Y | +63.9% | +279.5% | -215.6% | -21.9% |
| All | +63.9% | +269.9% | -206.0% | -21.9% |
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