+216.1%
UNH vs KIM
+63.6%
+152.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +3.0% | +14.1% | -11.1% | +0.2% |
| 3M | +2.7% | +6.0% | -3.3% | +1.5% |
| 6M | +2.8% | +13.2% | -10.5% | +0.1% |
| YTD | +25.9% | +30.4% | -4.5% | +18.8% |
| 1Y | +25.8% | +31.0% | -5.2% | +18.6% |
| 3Y | -20.0% | +67.6% | -87.7% | -29.3% |
| 5Y | -2.8% | +35.8% | -38.6% | -11.3% |
| All | +216.1% | +63.6% | +152.5% | +135.0% |
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 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