+1,382.5%
KIM vs DAR
+1,762.6%
-380.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.4% | +1.4% | -0.9% | +0.3% |
| 30D | -4.0% | +12.8% | -16.8% | -5.3% |
| 3M | +0.5% | +7.4% | -6.8% | -0.4% |
| 6M | +3.6% | +22.3% | -18.7% | +1.1% |
| YTD | +20.4% | +81.1% | -60.7% | +12.8% |
| 1Y | +9.7% | +106.5% | -96.8% | +1.1% |
| 3Y | +46.0% | +5.3% | +40.7% | +42.3% |
| 5Y | +34.4% | -11.5% | +46.0% | +32.3% |
| 10Y | +29.3% | +353.3% | -324.0% | +9.7% |
| All | +1,382.5% | +1,762.6% | -380.1% | +1,088.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling