+243.6%
UMC vs KIM
+526.4%
-282.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +5.0% | +0.4% | +4.5% | +4.8% |
| 30D | +7.7% | -4.0% | +11.7% | +9.4% |
| 3M | +1.7% | +0.5% | +1.1% | +0.7% |
| 6M | +113.9% | +3.6% | +110.3% | +109.6% |
| YTD | +168.9% | +20.4% | +148.5% | +148.0% |
| 1Y | +207.2% | +9.7% | +197.5% | +193.2% |
| 3Y | +227.7% | +46.0% | +181.7% | +174.3% |
| 5Y | +118.0% | +34.4% | +83.6% | +86.6% |
| 10Y | +1,682.1% | +29.3% | +1,652.8% | +1,253.9% |
| All | +243.6% | +526.4% | -282.8% | -34.0% |
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