+109.8%
FE vs KIM
+63.9%
+45.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | 0.0% | +4.1% | -4.1% | -1.1% |
| 30D | +5.2% | +16.8% | -11.6% | +0.8% |
| 3M | 0.0% | +5.7% | -5.7% | -1.6% |
| 6M | +5.0% | +9.7% | -4.6% | +2.4% |
| YTD | +7.9% | +30.2% | -22.3% | +0.4% |
| 1Y | +6.3% | +32.1% | -25.8% | -1.5% |
| 3Y | +46.0% | +58.6% | -12.6% | +27.5% |
| 5Y | +45.6% | +31.2% | +14.5% | +31.9% |
| All | +109.8% | +63.9% | +45.9% | +66.8% |
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