-68.0%
U vs KIM
+37.7%
-105.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.0% |
| 7D | +4.5% | -0.3% | +4.8% | +4.8% |
| 30D | -0.6% | -1.7% | +1.1% | +0.9% |
| 3M | +48.4% | -0.8% | +49.3% | +47.3% |
| 6M | +115.4% | +4.4% | +111.0% | +101.7% |
| YTD | -3.2% | +21.2% | -24.5% | -23.2% |
| 1Y | -6.0% | +10.5% | -16.6% | -18.3% |
| 3Y | +13.5% | +47.5% | -34.0% | -29.3% |
| 5Y | -68.0% | +37.1% | -105.1% | -75.3% |
| All | -68.0% | +37.7% | -105.7% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling