+108.7%
USB vs KIM
+29.2%
+79.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -1.3% | -4.0% | +2.7% | +0.7% |
| 3M | +15.2% | +0.5% | +14.7% | +14.7% |
| 6M | +18.8% | +3.6% | +15.2% | +16.4% |
| YTD | +21.0% | +20.4% | +0.6% | +9.6% |
| 1Y | +34.0% | +9.7% | +24.3% | +27.1% |
| 3Y | +95.3% | +46.0% | +49.3% | +60.6% |
| 5Y | +40.4% | +34.4% | +5.9% | +18.9% |
| All | +108.7% | +29.2% | +79.5% | +34.4% |
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