+193.0%
KIM vs URA
-51.6%
+244.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.3% |
| 7D | -0.7% | +4.5% | -5.1% | -1.8% |
| 30D | +13.4% | -13.4% | +26.8% | +17.0% |
| 3M | +6.5% | -28.4% | +34.9% | +14.7% |
| 6M | +10.6% | -40.5% | +51.0% | +23.5% |
| YTD | +29.9% | -24.3% | +54.2% | +33.0% |
| 1Y | +29.6% | -28.8% | +58.4% | +34.3% |
| 3Y | +64.1% | +37.6% | +26.4% | +32.0% |
| 5Y | +35.3% | +30.7% | +4.6% | +6.2% |
| 10Y | +63.1% | +266.8% | -203.7% | -17.9% |
| All | +193.0% | -51.6% | +244.5% | +163.1% |
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