+139.2%
UAL vs KIM
+34.4%
+104.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | -16.1% | -4.0% | -12.1% | -13.3% |
| 3M | +6.1% | +0.5% | +5.6% | +5.1% |
| 6M | +10.8% | +3.6% | +7.2% | +7.4% |
| YTD | -0.4% | +20.4% | -20.8% | -15.1% |
| 1Y | +5.0% | +9.7% | -4.7% | -3.4% |
| 3Y | +124.0% | +46.0% | +78.0% | +61.2% |
| All | +139.2% | +34.4% | +104.7% | +82.8% |
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 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