+45.9%
UPS vs KIM
+63.6%
-17.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +17.4% | +14.1% | +3.2% | +13.5% |
| 3M | +8.2% | +6.0% | +2.2% | +6.6% |
| 6M | +17.9% | +13.2% | +4.7% | +14.2% |
| YTD | +18.7% | +30.4% | -11.7% | +10.9% |
| 1Y | +24.8% | +31.0% | -6.2% | +16.5% |
| 3Y | -4.5% | +67.6% | -72.2% | -16.1% |
| 5Y | -33.2% | +35.8% | -69.0% | -38.8% |
| All | +45.9% | +63.6% | -17.7% | +22.6% |
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