+122.7%
FE vs KIM
+63.9%
+58.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | +3.6% | +14.8% | -11.2% | -0.2% |
| 3M | +0.3% | +8.1% | -7.8% | -1.8% |
| 6M | +6.4% | +11.7% | -5.3% | +3.2% |
| YTD | +8.1% | +30.7% | -22.6% | +0.5% |
| 1Y | +4.6% | +29.7% | -25.1% | -2.6% |
| 3Y | +49.1% | +65.1% | -16.0% | +28.9% |
| 5Y | +46.1% | +34.7% | +11.5% | +31.5% |
| 10Y | +122.7% | +64.1% | +58.6% | +78.9% |
| All | +122.7% | +63.9% | +58.9% | +78.9% |
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