-34.6%
UPS vs KIM
+37.7%
-72.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 6M | +1.4% | +4.4% | -3.0% | -0.8% |
| YTD | +6.1% | +21.2% | -15.1% | -3.2% |
| 1Y | +27.0% | +10.5% | +16.4% | +20.6% |
| 3Y | -25.9% | +47.5% | -73.4% | -39.0% |
| 5Y | -34.6% | +37.1% | -71.7% | -43.0% |
| All | -34.6% | +37.7% | -72.3% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling