+112.3%
UAL vs KIM
+31.1%
+81.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.4% |
| 7D | +8.2% | +4.1% | +4.1% | +4.9% |
| 30D | +2.3% | +16.8% | -14.5% | -10.0% |
| 3M | -12.7% | +5.7% | -18.4% | -16.6% |
| 6M | +12.7% | +9.7% | +3.0% | +3.9% |
| YTD | +0.8% | +30.2% | -29.4% | -19.7% |
| 1Y | +17.8% | +32.1% | -14.3% | -7.5% |
| 3Y | +206.7% | +58.6% | +148.1% | +105.0% |
| All | +112.3% | +31.1% | +81.2% | +58.0% |
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