-3.4%
UNH vs KIM
+33.6%
-37.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | +2.4% | -0.7% | +3.0% | +2.5% |
| 30D | +7.2% | +13.4% | -6.2% | +4.8% |
| 3M | +0.5% | +6.5% | -6.0% | -0.7% |
| 6M | +3.4% | +10.6% | -7.2% | +1.5% |
| YTD | +25.2% | +29.9% | -4.8% | +19.2% |
| 1Y | +22.7% | +29.6% | -6.9% | +16.9% |
| 3Y | -20.3% | +64.1% | -84.3% | -28.2% |
| 5Y | -3.4% | +35.3% | -38.7% | -9.4% |
| All | -3.4% | +33.6% | -37.0% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling