+67.6%
UBER vs KIM
+99.3%
-31.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +0.6% | +14.1% | -13.5% | -5.3% |
| 3M | -8.2% | +6.0% | -14.2% | -10.6% |
| 6M | -6.7% | +13.2% | -19.9% | -12.2% |
| YTD | -14.7% | +30.4% | -45.1% | -25.0% |
| 1Y | -24.1% | +31.0% | -55.1% | -33.5% |
| 3Y | +33.4% | +67.6% | -34.2% | +1.7% |
| 5Y | +54.5% | +35.8% | +18.7% | +30.2% |
| All | +67.6% | +99.3% | -31.6% | +4.8% |
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 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