-24.4%
FDS vs KIM
+62.3%
-86.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -5.0% | +2.8% | -7.8% | -5.8% |
| 30D | +13.8% | +16.3% | -2.6% | +8.6% |
| 3M | +14.8% | +6.6% | +8.2% | +12.5% |
| 6M | +47.4% | +12.3% | +35.1% | +42.4% |
| YTD | +14.2% | +31.6% | -17.4% | +4.4% |
| 1Y | +26.6% | +31.5% | -4.9% | +15.8% |
| 3Y | -24.4% | +68.0% | -92.4% | -34.5% |
| All | -24.4% | +62.3% | -86.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling