+206.7%
UAL vs KIM
+57.8%
+148.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.4% |
| 7D | +8.2% | +4.1% | +4.1% | +5.0% |
| 30D | +2.3% | +16.8% | -14.5% | -9.4% |
| 3M | -12.7% | +5.7% | -18.4% | -16.4% |
| 6M | +12.7% | +9.7% | +3.0% | +4.2% |
| YTD | +0.8% | +30.2% | -29.4% | -18.9% |
| 1Y | +17.8% | +32.1% | -14.3% | -6.6% |
| 3Y | +206.7% | +58.6% | +148.1% | +122.7% |
| All | +206.7% | +57.8% | +148.9% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling