+115.0%
UMC vs KIM
+33.1%
+81.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.6% | -0.9% |
| 7D | -14.7% | +10.6% | -25.3% | -11.9% |
| 30D | -32.9% | +17.5% | -50.3% | -29.7% |
| 3M | -22.2% | +4.7% | -26.9% | -20.3% |
| 6M | +25.9% | +13.1% | +12.8% | +26.2% |
| YTD | +107.9% | +32.1% | +75.9% | +106.7% |
| 1Y | +115.0% | +32.7% | +82.4% | +113.4% |
| All | +115.0% | +33.1% | +81.9% | +113.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling