+69.4%
USAR vs KIM
+34.7%
+34.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.5% |
| 7D | -4.4% | -1.0% | -3.5% | -4.6% |
| 30D | -10.4% | -1.1% | -9.3% | -10.5% |
| 3M | -18.4% | -5.3% | -13.1% | -18.9% |
| 6M | -8.8% | +3.9% | -12.7% | -8.6% |
| YTD | +43.4% | +20.3% | +23.1% | +46.4% |
| 1Y | +21.0% | +10.4% | +10.5% | +22.5% |
| 3Y | +67.7% | +46.3% | +21.4% | +73.0% |
| All | +69.4% | +34.7% | +34.7% | +75.3% |
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