+263.0%
UMC vs KIM
+45.1%
+217.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +13.6% | -1.0% | +14.6% | +13.8% |
| 30D | +20.8% | -1.1% | +21.8% | +21.0% |
| 3M | +16.1% | -5.3% | +21.5% | +17.0% |
| 6M | +137.3% | +3.9% | +133.4% | +132.6% |
| YTD | +193.8% | +20.3% | +173.5% | +176.2% |
| 1Y | +236.1% | +10.4% | +225.6% | +223.5% |
| All | +263.0% | +45.1% | +217.8% | +214.8% |
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 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