+28.0%
USFR vs KIM
+33.1%
-5.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +0.3% | -1.7% | +2.0% | +0.3% |
| 3M | +1.0% | -7.1% | +8.1% | +1.0% |
| 6M | +1.9% | +2.9% | -0.9% | +1.9% |
| YTD | +2.7% | +18.8% | -16.2% | +2.7% |
| 1Y | +4.0% | +9.4% | -5.4% | +4.0% |
| 3Y | +14.1% | +44.6% | -30.5% | +14.0% |
| 5Y | +20.5% | +37.9% | -17.5% | +20.4% |
| All | +28.0% | +33.1% | -5.0% | +27.9% |
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