+46.7%
KIM vs DAR
+13.3%
+33.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | +1.4% | -0.9% | +0.2% |
| 30D | -4.0% | +12.8% | -16.8% | -6.0% |
| 3M | +0.5% | +7.4% | -6.8% | -0.9% |
| 6M | +3.6% | +22.3% | -18.7% | -0.6% |
| YTD | +20.4% | +81.1% | -60.7% | +7.0% |
| 1Y | +9.7% | +106.5% | -96.8% | -5.5% |
| All | +46.7% | +13.3% | +33.4% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling