+67.0%
KIM vs URA
+37.6%
+29.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.5% |
| 7D | -0.7% | +4.5% | -5.1% | -0.8% |
| 30D | +13.4% | -13.4% | +26.8% | +13.9% |
| 3M | +6.5% | -28.4% | +34.9% | +7.7% |
| 6M | +10.6% | -40.5% | +51.0% | +12.8% |
| YTD | +29.9% | -24.3% | +54.2% | +29.4% |
| 1Y | +29.6% | -28.8% | +58.4% | +29.6% |
| All | +67.0% | +37.6% | +29.4% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling