+8,782.6%
FDS vs KIM
+1,063.2%
+7,719.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 3M | +18.9% | +0.5% | +18.3% | +18.7% |
| 6M | +35.1% | +3.6% | +31.5% | +33.6% |
| YTD | +5.5% | +20.4% | -14.9% | -0.2% |
| 1Y | -16.8% | +9.7% | -26.5% | -19.2% |
| 3Y | -28.1% | +46.0% | -74.0% | -36.2% |
| 5Y | -17.4% | +34.4% | -51.9% | -25.8% |
| 10Y | +85.4% | +29.3% | +56.1% | +53.9% |
| All | +8,782.6% | +1,063.2% | +7,719.4% | +3,387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling