+33.9%
KIM vs URA
+25.6%
+8.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +0.1% | -1.5% | +1.7% | +0.3% |
| 30D | +14.1% | -10.4% | +24.5% | +15.6% |
| 3M | +6.0% | -29.6% | +35.6% | +10.7% |
| 6M | +13.2% | -40.3% | +53.5% | +20.7% |
| YTD | +30.4% | -25.5% | +55.9% | +31.6% |
| 1Y | +31.0% | -26.4% | +57.5% | +32.2% |
| 3Y | +67.6% | +31.4% | +36.2% | +40.1% |
| All | +33.9% | +25.6% | +8.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling