+32.3%
KIM vs URA
-30.3%
+62.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.8% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +15.9% | -14.8% | +30.7% | +15.1% |
| 3M | +7.8% | -25.3% | +33.1% | +6.6% |
| 6M | +11.9% | -39.9% | +51.8% | +10.3% |
| YTD | +31.0% | -22.4% | +53.5% | +30.3% |
| 1Y | +32.3% | -29.0% | +61.3% | +31.8% |
| All | +32.3% | -30.3% | +62.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling