+74.9%
USAR vs KIM
+34.8%
+40.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.1% | +0.4% | -2.5% | -2.0% |
| 30D | +2.6% | -4.0% | +6.6% | +1.9% |
| 3M | -35.0% | +0.5% | -35.6% | -35.0% |
| 6M | -6.9% | +3.6% | -10.5% | -6.7% |
| YTD | +48.0% | +20.4% | +27.6% | +51.2% |
| 1Y | +24.8% | +9.7% | +15.1% | +26.2% |
| 3Y | +73.2% | +46.0% | +27.3% | +78.8% |
| All | +74.9% | +34.8% | +40.0% | +81.0% |
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