+6,893.4%
URI vs KIM
+777.6%
+6,115.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.3% |
| 30D | -12.9% | -4.0% | -9.0% | -11.1% |
| 3M | -6.7% | +0.5% | -7.3% | -7.5% |
| 6M | +19.0% | +3.6% | +15.4% | +16.3% |
| YTD | +25.5% | +20.4% | +5.1% | +13.0% |
| 1Y | +5.5% | +9.7% | -4.2% | -0.2% |
| 3Y | +111.3% | +46.0% | +65.3% | +71.1% |
| 5Y | +198.6% | +34.4% | +164.1% | +152.3% |
| 10Y | +1,179.9% | +29.3% | +1,150.6% | +886.8% |
| All | +6,893.4% | +777.6% | +6,115.8% | +1,088.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling