+8.8%
UUUU vs KIM
+9.7%
-0.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -7.1% |
| 7D | -5.0% | -1.5% | -3.5% | -6.0% |
| 30D | -7.8% | -1.7% | -6.1% | -8.8% |
| 3M | -0.4% | -7.1% | +6.7% | -4.4% |
| 6M | -32.9% | +2.9% | -35.8% | -32.2% |
| YTD | -6.3% | +18.8% | -25.1% | +8.5% |
| All | +8.8% | +9.7% | -0.9% | +8.2% |
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