+1,443.7%
FANG vs KIM
+119.9%
+1,323.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | +1.2% | -1.5% | +2.7% | +2.0% |
| 30D | +2.4% | -1.7% | +4.1% | +3.3% |
| 3M | +5.1% | -7.1% | +12.2% | +9.1% |
| 6M | +16.4% | +2.9% | +13.6% | +13.3% |
| YTD | +39.0% | +18.8% | +20.1% | +24.3% |
| 1Y | +50.6% | +9.4% | +41.2% | +40.9% |
| 3Y | +46.9% | +44.6% | +2.3% | +14.1% |
| 5Y | +238.2% | +37.9% | +200.3% | +161.8% |
| 10Y | +181.3% | +32.9% | +148.4% | +96.8% |
| All | +1,443.7% | +119.9% | +1,323.8% | +681.7% |
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 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