-23.9%
FDS vs KIM
+65.6%
-89.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +14.8% | +14.1% | +0.7% | +10.3% |
| 3M | +16.3% | +6.0% | +10.3% | +14.1% |
| 6M | +66.2% | +13.2% | +53.0% | +60.3% |
| YTD | +16.2% | +30.4% | -14.1% | +6.6% |
| 1Y | +21.8% | +31.0% | -9.2% | +11.5% |
| 3Y | -23.9% | +67.6% | -91.5% | -33.8% |
| All | -23.9% | +65.6% | -89.4% | -33.8% |
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