+579.0%
FE vs KIM
+899.3%
-320.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +3.9% | +13.4% | -9.5% | +1.0% |
| 3M | -0.1% | +6.5% | -6.6% | -1.5% |
| 6M | +6.1% | +10.6% | -4.5% | +3.7% |
| YTD | +8.1% | +29.9% | -21.9% | +1.8% |
| 1Y | +4.4% | +29.6% | -25.1% | -1.6% |
| 3Y | +49.0% | +64.1% | -15.0% | +32.3% |
| 5Y | +46.1% | +35.3% | +10.8% | +34.1% |
| 10Y | +122.6% | +63.1% | +59.5% | +83.6% |
| All | +579.0% | +899.3% | -320.3% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling