+1,218.8%
URI vs KIM
+65.6%
+1,153.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.0% | +5.9% | +6.3% |
| 7D | -4.0% | +2.8% | -6.9% | -5.5% |
| 30D | +6.8% | +16.3% | -9.5% | -1.8% |
| 3M | -2.8% | +6.6% | -9.5% | -6.3% |
| 6M | +20.9% | +12.3% | +8.5% | +12.7% |
| YTD | +40.2% | +31.6% | +8.7% | +19.7% |
| 1Y | +34.1% | +31.5% | +2.6% | +14.4% |
| 3Y | +164.1% | +68.0% | +96.2% | +96.8% |
| 5Y | +199.3% | +38.7% | +160.6% | +146.8% |
| 10Y | +1,218.8% | +65.7% | +1,153.1% | +686.9% |
| All | +1,218.8% | +65.6% | +1,153.2% | +686.9% |
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