+4.0%
USFR vs KIM
+9.4%
-5.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | -1.0% | +1.0% | +0.1% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | +1.0% | -5.3% | +6.3% | +1.0% |
| 6M | +1.9% | +3.9% | -2.0% | +1.9% |
| YTD | +2.7% | +20.3% | -17.6% | +2.7% |
| 1Y | +4.0% | +10.4% | -6.5% | +4.0% |
| All | +4.0% | +9.4% | -5.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling