+50.7%
USHY vs KIM
+98.3%
-47.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +0.1% | -4.0% | +4.1% | +0.6% |
| 3M | +0.8% | +0.5% | +0.3% | +0.7% |
| 6M | +1.7% | +3.6% | -1.9% | +1.2% |
| YTD | +2.5% | +20.4% | -18.0% | 0.0% |
| 1Y | +4.4% | +9.7% | -5.3% | +3.0% |
| 3Y | +27.4% | +46.0% | -18.6% | +20.6% |
| 5Y | +21.7% | +34.4% | -12.7% | +15.7% |
| All | +50.7% | +98.3% | -47.6% | +32.3% |
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