+181.9%
FANG vs KIM
+32.5%
+149.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.9% | -1.7% | +4.6% | +3.9% |
| 30D | +2.6% | -3.0% | +5.6% | +4.3% |
| 3M | +7.6% | -8.9% | +16.4% | +13.0% |
| 6M | +17.3% | +2.4% | +14.9% | +14.4% |
| YTD | +38.7% | +18.3% | +20.3% | +24.0% |
| 1Y | +51.6% | +8.2% | +43.5% | +42.6% |
| 3Y | +50.0% | +44.0% | +5.9% | +15.8% |
| 5Y | +237.6% | +37.3% | +200.2% | +159.5% |
| All | +181.9% | +32.5% | +149.4% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling