-20.7%
FDS vs KIM
+37.7%
-58.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | +1.6% | -1.7% | +3.3% | +2.2% |
| 3M | +17.7% | -0.8% | +18.6% | +18.2% |
| 6M | +29.1% | +4.4% | +24.7% | +26.9% |
| YTD | +1.0% | +21.2% | -20.3% | -6.3% |
| 1Y | -21.6% | +10.5% | -32.2% | -24.8% |
| 3Y | -30.1% | +47.5% | -77.6% | -40.8% |
| 5Y | -20.7% | +37.1% | -57.8% | -28.8% |
| All | -20.7% | +37.7% | -58.5% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling