+1,842.6%
UMC vs KIM
+32.5%
+1,810.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +9.0% | -1.7% | +10.7% | +9.5% |
| 30D | +17.2% | -3.0% | +20.2% | +18.1% |
| 3M | +11.4% | -8.9% | +20.3% | +13.5% |
| 6M | +137.5% | +2.4% | +135.1% | +135.0% |
| YTD | +193.1% | +18.3% | +174.8% | +179.4% |
| 1Y | +240.3% | +8.2% | +232.1% | +231.4% |
| 3Y | +262.2% | +44.0% | +218.2% | +224.7% |
| 5Y | +143.1% | +37.3% | +105.8% | +121.0% |
| All | +1,842.6% | +32.5% | +1,810.1% | +1,569.8% |
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