+91.7%
USB vs KIM
+64.5%
+27.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | 0.0% | +4.1% | -4.1% | -2.0% |
| 30D | +5.8% | +16.8% | -11.0% | -2.3% |
| 3M | -6.0% | +5.7% | -11.7% | -8.7% |
| 6M | +7.8% | +9.7% | -1.9% | +2.6% |
| YTD | +14.6% | +30.2% | -15.6% | -0.4% |
| 1Y | +31.8% | +32.1% | -0.3% | +13.6% |
| 3Y | +91.5% | +58.6% | +32.9% | +50.6% |
| 5Y | +22.0% | +31.2% | -9.1% | +4.1% |
| All | +91.7% | +64.5% | +27.2% | +13.4% |
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