+1,980.2%
UL vs KIM
+3,058.9%
-1,078.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | +0.5% | -4.0% | +4.5% | +1.3% |
| 3M | +17.6% | +0.5% | +17.1% | +17.5% |
| 6M | -5.4% | +3.6% | -9.0% | -6.0% |
| YTD | +0.7% | +20.4% | -19.7% | -2.8% |
| 1Y | -9.3% | +9.7% | -19.0% | -10.9% |
| 3Y | +24.5% | +46.0% | -21.5% | +14.8% |
| 5Y | +23.2% | +34.4% | -11.2% | +14.0% |
| 10Y | +64.5% | +29.3% | +35.2% | +43.7% |
| All | +1,980.2% | +3,058.9% | -1,078.7% | +917.4% |
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