+27,614.5%
UNH vs KIM
+3,058.9%
+24,555.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +1.1% | +0.4% | +0.6% | +1.0% |
| 30D | -3.8% | -4.0% | +0.2% | -2.9% |
| 3M | +0.7% | +0.5% | +0.2% | +0.6% |
| 6M | +37.9% | +3.6% | +34.3% | +36.6% |
| YTD | +21.9% | +20.4% | +1.5% | +16.6% |
| 1Y | +31.4% | +9.7% | +21.7% | +28.3% |
| 3Y | -11.4% | +46.0% | -57.4% | -20.2% |
| 5Y | +2.5% | +34.4% | -31.9% | -7.2% |
| 10Y | +242.9% | +29.3% | +213.6% | +190.4% |
| All | +27,614.5% | +3,058.9% | +24,555.6% | +14,348.1% |
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