-37.8%
U vs KIM
+140.0%
-177.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +4.4% | -1.0% | +5.3% | +4.8% |
| 30D | -1.3% | -1.1% | -0.2% | -0.8% |
| 3M | +49.6% | -5.3% | +54.9% | +52.7% |
| 6M | +100.2% | +3.9% | +96.3% | +94.4% |
| YTD | -3.7% | +20.3% | -24.0% | -13.7% |
| 1Y | -6.5% | +10.4% | -16.9% | -12.6% |
| 3Y | +12.9% | +46.3% | -33.4% | -6.8% |
| 5Y | -68.3% | +37.6% | -105.9% | -71.8% |
| All | -37.8% | +140.0% | -177.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling