+2,039.5%
UL vs KIM
+3,307.9%
-1,268.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +5.7% | +13.4% | -7.7% | +3.2% |
| 3M | +7.0% | +6.5% | +0.4% | +5.7% |
| 6M | +16.1% | +10.6% | +5.5% | +13.8% |
| YTD | +3.6% | +29.9% | -26.3% | -1.5% |
| 1Y | -1.4% | +29.6% | -30.9% | -6.1% |
| 3Y | +34.1% | +64.1% | -30.0% | +21.1% |
| 5Y | +32.0% | +35.3% | -3.3% | +22.1% |
| 10Y | +104.7% | +63.1% | +41.6% | +71.0% |
| All | +2,039.5% | +3,307.9% | -1,268.4% | +931.4% |
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