+72.4%
UBER vs KIM
+80.9%
-8.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -5.4% | -1.7% | -3.7% | -4.7% |
| 30D | -4.9% | -3.0% | -1.9% | -3.6% |
| 3M | +3.0% | -8.9% | +11.9% | +7.3% |
| 6M | -4.4% | +2.4% | -6.8% | -5.8% |
| YTD | -12.3% | +18.3% | -30.6% | -19.4% |
| 1Y | -24.3% | +8.2% | -32.5% | -27.7% |
| 3Y | +46.4% | +44.0% | +2.4% | +19.5% |
| 5Y | +79.7% | +37.3% | +42.3% | +51.0% |
| All | +72.4% | +80.9% | -8.5% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling