+59.3%
USAR vs KIM
+33.1%
+26.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -6.2% |
| 7D | -9.3% | -1.5% | -7.8% | -9.6% |
| 30D | -15.2% | -1.7% | -13.5% | -15.4% |
| 3M | -21.1% | -7.1% | -14.0% | -21.9% |
| 6M | -21.6% | +2.9% | -24.4% | -21.6% |
| YTD | +34.8% | +18.8% | +15.9% | +37.4% |
| 1Y | +15.6% | +9.4% | +6.2% | +16.8% |
| 3Y | +57.7% | +44.6% | +13.1% | +62.3% |
| All | +59.3% | +33.1% | +26.2% | +64.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling