+6,811.5%
USB vs KIM
+3,364.1%
+3,447.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.1% |
| 7D | +2.4% | +10.6% | -8.2% | -2.7% |
| 30D | +6.6% | +17.5% | -10.9% | -1.7% |
| 3M | -4.1% | +4.7% | -8.8% | -6.3% |
| 6M | +12.5% | +13.1% | -0.7% | +5.6% |
| YTD | +17.6% | +32.1% | -14.4% | +2.0% |
| 1Y | +36.5% | +32.7% | +3.8% | +18.0% |
| 3Y | +95.4% | +59.2% | +36.2% | +54.2% |
| 5Y | +26.1% | +38.3% | -12.1% | +5.8% |
| 10Y | +101.3% | +69.0% | +32.3% | +37.0% |
| All | +6,811.5% | +3,364.1% | +3,447.4% | +1,675.6% |
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