+49.0%
FE vs KIM
+34.4%
+14.6%
-28.6%
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 | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -1.2% | -4.0% | +2.8% | +0.2% |
| 3M | +3.5% | +0.5% | +2.9% | +3.3% |
| 6M | -6.1% | +3.6% | -9.7% | -7.2% |
| YTD | +7.6% | +20.4% | -12.8% | +1.1% |
| 1Y | +11.9% | +9.7% | +2.2% | +8.3% |
| 3Y | +48.4% | +46.0% | +2.4% | +28.2% |
| All | +49.0% | +34.4% | +14.6% | +30.6% |
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 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