+26.1%
UPS vs KIM
+31.2%
-5.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | +17.9% | +14.8% | +3.2% | +11.5% |
| 3M | +9.4% | +8.1% | +1.2% | +5.7% |
| 6M | +16.2% | +11.7% | +4.5% | +11.1% |
| YTD | +18.8% | +30.7% | -12.0% | +5.8% |
| 1Y | +26.1% | +29.7% | -3.6% | +13.1% |
| All | +26.1% | +31.2% | -5.1% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling