-17.9%
USAR vs KIM
+46.4%
-64.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.3% |
| 7D | +0.8% | -1.0% | +1.8% | +0.6% |
| 30D | -30.1% | +14.8% | -44.9% | -28.3% |
| 3M | -56.3% | +8.1% | -64.4% | -55.6% |
| 6M | -68.6% | +11.7% | -80.2% | -68.0% |
| YTD | -30.5% | +30.7% | -61.3% | -27.9% |
| 1Y | -53.5% | +29.7% | -83.2% | -51.7% |
| 3Y | -19.3% | +65.1% | -84.4% | -15.4% |
| All | -17.9% | +46.4% | -64.3% | -13.7% |
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