+171.5%
KIM vs URA
-31.1%
+202.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | -4.0% | +7.4% | -11.4% | -5.9% |
| 3M | +0.5% | -8.4% | +8.9% | +1.7% |
| 6M | +3.6% | -12.7% | +16.3% | +5.1% |
| YTD | +20.4% | +7.8% | +12.6% | +13.7% |
| 1Y | +9.7% | +19.5% | -9.8% | -1.2% |
| 3Y | +46.0% | +116.4% | -70.4% | +4.5% |
| 5Y | +34.4% | +134.3% | -99.8% | -11.2% |
| 10Y | +29.3% | +359.3% | -329.9% | -37.6% |
| All | +171.5% | -31.1% | +202.7% | +124.9% |
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