-25.9%
UPS vs KIM
+47.7%
-73.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -2.3% | -1.7% | -0.6% | -1.6% |
| 3M | -5.2% | -0.8% | -4.4% | -4.9% |
| 6M | +1.4% | +4.4% | -3.0% | -0.8% |
| YTD | +6.1% | +21.2% | -15.1% | -3.1% |
| 1Y | +27.0% | +10.5% | +16.4% | +20.7% |
| 3Y | -25.9% | +47.5% | -73.4% | -35.8% |
| All | -25.9% | +47.7% | -73.7% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling