+76.2%
FDX vs KIM
+34.6%
+41.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.3% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +11.3% | +14.1% | -2.8% | +4.0% |
| 3M | -4.1% | +6.0% | -10.1% | -7.0% |
| 6M | +9.6% | +13.2% | -3.6% | +2.5% |
| YTD | +40.9% | +30.4% | +10.5% | +22.2% |
| 1Y | +53.0% | +31.0% | +22.0% | +32.2% |
| 3Y | +74.1% | +67.6% | +6.5% | +32.5% |
| All | +76.2% | +34.6% | +41.6% | +50.7% |
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