+48.0%
USHY vs KIM
+114.7%
-66.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +0.6% | +14.1% | -13.5% | -1.0% |
| 3M | -2.0% | +6.0% | -8.0% | -2.7% |
| 6M | -0.5% | +13.2% | -13.8% | -2.1% |
| YTD | +0.6% | +30.4% | -29.8% | -2.8% |
| 1Y | +2.1% | +31.0% | -28.9% | -1.4% |
| 3Y | +25.3% | +67.6% | -42.3% | +16.8% |
| 5Y | +19.7% | +35.8% | -16.0% | +13.6% |
| All | +48.0% | +114.7% | -66.7% | +28.6% |
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