+75.4%
USAR vs KIM
+35.8%
+39.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | -8.6% | -1.7% | -6.9% | -8.9% |
| 3M | -20.5% | -0.8% | -19.7% | -20.6% |
| 6M | +1.2% | +4.4% | -3.2% | +1.5% |
| YTD | +48.4% | +21.2% | +27.2% | +51.8% |
| 1Y | +30.6% | +10.5% | +20.1% | +32.3% |
| 3Y | +73.6% | +47.5% | +26.2% | +79.4% |
| All | +75.4% | +35.8% | +39.6% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling