-91.9%
UUUU vs KIM
+25.3%
-117.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +3.4% | -1.7% | +5.1% | +3.9% |
| 3M | -3.9% | -0.8% | -3.1% | -4.2% |
| 6M | -23.2% | +4.4% | -27.6% | -24.7% |
| YTD | +0.6% | +21.2% | -20.7% | -6.5% |
| 1Y | +22.9% | +10.5% | +12.3% | +17.4% |
| 3Y | +98.6% | +47.5% | +51.1% | +69.7% |
| 5Y | +130.2% | +37.1% | +93.1% | +105.3% |
| 10Y | +519.5% | +29.5% | +490.0% | +419.5% |
| All | -91.9% | +25.3% | -117.2% | -94.0% |
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 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