+35.0%
UL vs KIM
+62.3%
-27.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +0.3% | +2.8% | -2.6% | -0.5% |
| 30D | +7.0% | +16.3% | -9.3% | +2.7% |
| 3M | +5.8% | +6.6% | -0.8% | +3.8% |
| 6M | +16.1% | +12.3% | +3.8% | +12.6% |
| YTD | +4.5% | +31.6% | -27.1% | -2.2% |
| 1Y | -1.3% | +31.5% | -32.8% | -7.6% |
| 3Y | +35.0% | +68.0% | -33.0% | +21.1% |
| All | +35.0% | +62.3% | -27.3% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling