+251.3%
UAL vs KIM
+83.2%
+168.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | -16.1% | -4.0% | -12.1% | -13.8% |
| 3M | +6.1% | +0.5% | +5.6% | +5.4% |
| 6M | +10.8% | +3.6% | +7.2% | +8.2% |
| YTD | -0.4% | +20.4% | -20.8% | -12.5% |
| 1Y | +5.0% | +9.7% | -4.7% | -1.9% |
| 3Y | +124.0% | +46.0% | +78.0% | +72.5% |
| 5Y | +141.0% | +34.4% | +106.5% | +96.6% |
| 10Y | +118.0% | +29.3% | +88.7% | +72.9% |
| All | +251.3% | +83.2% | +168.1% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling