-21.4%
FDS vs KIM
+10.7%
-32.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -8.8% | -1.0% | -7.8% | -8.6% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | +13.9% | -5.3% | +19.2% | +15.3% |
| 6M | +27.4% | +3.9% | +23.5% | +28.5% |
| YTD | -2.5% | +20.3% | -22.7% | -5.8% |
| All | -21.4% | +10.7% | -32.2% | -26.0% |
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 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