-70.0%
U vs KIM
+37.1%
-107.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.9% |
| 7D | +36.6% | +4.1% | +32.5% | +31.2% |
| 30D | +13.3% | +16.8% | -3.5% | -3.3% |
| 3M | +26.2% | +5.7% | +20.5% | +18.5% |
| 6M | +88.7% | +9.7% | +79.1% | +67.0% |
| YTD | +16.6% | +30.2% | -13.7% | -15.8% |
| 1Y | +29.0% | +32.1% | -3.2% | -9.1% |
| 3Y | +99.5% | +58.6% | +40.9% | +9.8% |
| All | -70.0% | +37.1% | -107.1% | -79.0% |
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