-16.8%
FDS vs KIM
+9.1%
-25.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +9.0% | -5.1% | +14.1% | +10.1% |
| 3M | +18.9% | -0.6% | +19.5% | +20.8% |
| 6M | +35.1% | +2.4% | +32.7% | +36.6% |
| YTD | +5.5% | +19.0% | -13.5% | +2.2% |
| 1Y | -16.8% | +8.4% | -25.2% | -21.5% |
| All | -16.8% | +9.1% | -25.9% | -21.5% |
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