+92.7%
USB vs KIM
+65.2%
+27.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.6% |
| 7D | -1.5% | +5.0% | -6.4% | -3.9% |
| 30D | +4.3% | +15.8% | -11.5% | -3.3% |
| 3M | -6.1% | +4.3% | -10.4% | -8.2% |
| 6M | +9.4% | +11.4% | -2.0% | +3.3% |
| YTD | +15.2% | +30.8% | -15.6% | -0.1% |
| 1Y | +32.8% | +31.4% | +1.3% | +14.8% |
| 3Y | +91.3% | +57.7% | +33.6% | +50.8% |
| 5Y | +22.7% | +31.7% | -9.1% | +4.4% |
| All | +92.7% | +65.2% | +27.5% | +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 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