+149.2%
FDX vs KIM
+64.5%
+84.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -1.6% | +4.1% | -5.7% | -2.9% |
| 30D | +6.6% | +16.8% | -10.2% | +1.2% |
| 3M | -2.1% | +5.7% | -7.8% | -3.9% |
| 6M | +2.2% | +9.7% | -7.5% | -1.1% |
| YTD | +33.9% | +30.2% | +3.7% | +22.3% |
| 1Y | +50.2% | +32.1% | +18.1% | +36.5% |
| 3Y | +65.5% | +58.6% | +6.9% | +41.9% |
| 5Y | +74.1% | +31.2% | +42.9% | +56.7% |
| All | +149.2% | +64.5% | +84.7% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling