+36.1%
UPS vs KIM
+29.7%
+6.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -3.7% | -1.0% | -2.7% | -3.4% |
| 30D | -3.7% | -1.1% | -2.7% | -3.5% |
| 3M | -6.6% | -5.3% | -1.2% | -5.3% |
| 6M | +2.6% | +3.9% | -1.4% | +1.5% |
| YTD | +4.8% | +20.3% | -15.5% | -0.1% |
| 1Y | +25.3% | +10.4% | +14.8% | +21.9% |
| 3Y | -26.9% | +46.3% | -73.2% | -33.6% |
| 5Y | -33.5% | +37.6% | -71.1% | -38.9% |
| 10Y | +36.1% | +34.5% | +1.6% | +17.5% |
| All | +36.1% | +29.7% | +6.4% | +17.5% |
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