+1,340.7%
URI vs KIM
+64.5%
+1,276.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.4% |
| 7D | -9.8% | +4.1% | -13.9% | -11.8% |
| 30D | +1.7% | +16.8% | -15.0% | -6.6% |
| 3M | -9.1% | +5.7% | -14.8% | -11.9% |
| 6M | +9.9% | +9.7% | +0.2% | +3.8% |
| YTD | +31.2% | +30.2% | +1.0% | +12.7% |
| 1Y | +25.9% | +32.1% | -6.2% | +7.2% |
| 3Y | +147.4% | +58.6% | +88.8% | +90.3% |
| 5Y | +179.7% | +31.2% | +148.6% | +137.2% |
| All | +1,340.7% | +64.5% | +1,276.2% | +729.9% |
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