+67.1%
FDX vs KIM
+34.4%
+32.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +3.8% | -4.0% | +7.8% | +5.8% |
| 3M | -1.3% | +0.5% | -1.8% | -1.8% |
| 6M | +5.0% | +3.6% | +1.4% | +2.9% |
| YTD | +39.6% | +20.4% | +19.2% | +26.8% |
| 1Y | +81.1% | +9.7% | +71.4% | +72.0% |
| 3Y | +63.0% | +46.0% | +17.1% | +34.7% |
| All | +67.1% | +34.4% | +32.7% | +46.3% |
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 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