+193.6%
KIM vs URA
-51.6%
+245.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.5% |
| 7D | +4.1% | -4.1% | +8.2% | +5.1% |
| 30D | +16.8% | -19.0% | +35.8% | +22.6% |
| 3M | +5.7% | -25.1% | +30.8% | +12.6% |
| 6M | +9.7% | -44.5% | +54.2% | +24.8% |
| YTD | +30.2% | -24.3% | +54.5% | +33.5% |
| 1Y | +32.1% | -28.1% | +60.2% | +36.6% |
| 3Y | +58.6% | +40.7% | +17.9% | +26.7% |
| 5Y | +31.2% | +35.5% | -4.3% | +1.6% |
| 10Y | +66.7% | +281.2% | -214.5% | -17.0% |
| All | +193.6% | -51.6% | +245.3% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling