+576.2%
FE vs KIM
+826.3%
-250.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +3.5% | +0.5% | +2.9% | +3.3% |
| 6M | -6.1% | +3.6% | -9.7% | -6.8% |
| YTD | +7.6% | +20.4% | -12.8% | +3.2% |
| 1Y | +11.9% | +9.7% | +2.2% | +9.5% |
| 3Y | +48.4% | +46.0% | +2.4% | +35.1% |
| 5Y | +44.8% | +34.4% | +10.4% | +33.0% |
| 10Y | +115.9% | +29.3% | +86.6% | +87.0% |
| All | +576.2% | +826.3% | -250.1% | +272.7% |
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