-27.3%
FDS vs KIM
+46.2%
-73.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | +9.0% | -4.0% | +13.0% | +10.3% |
| 3M | +18.9% | +0.5% | +18.3% | +18.9% |
| 6M | +35.1% | +3.6% | +31.5% | +33.8% |
| YTD | +5.5% | +20.4% | -14.9% | -0.6% |
| 1Y | -16.8% | +9.7% | -26.5% | -19.3% |
| All | -27.3% | +46.2% | -73.5% | -35.3% |
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