+17.3%
UAL vs KIM
+30.4%
-13.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.3% |
| 7D | +8.2% | +4.1% | +4.1% | +6.0% |
| 30D | +2.3% | +16.8% | -14.5% | -5.5% |
| 3M | -12.7% | +5.7% | -18.4% | -14.9% |
| 6M | +12.7% | +9.7% | +3.0% | +6.1% |
| YTD | +0.8% | +30.2% | -29.4% | -5.2% |
| All | +17.3% | +30.4% | -13.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling