+134.2%
UMC vs KIM
+65.6%
+68.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.3% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -28.0% | +14.1% | -42.2% | -29.6% |
| 3M | -20.5% | +6.0% | -26.5% | -21.1% |
| 6M | -1.6% | +13.2% | -14.8% | -4.8% |
| YTD | +99.4% | +30.4% | +69.0% | +85.5% |
| 1Y | +120.4% | +31.0% | +89.4% | +104.6% |
| 3Y | +134.2% | +67.6% | +66.6% | +101.3% |
| All | +134.2% | +65.6% | +68.7% | +101.3% |
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