+571.3%
FE vs KIM
+901.6%
-330.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.0% | +4.1% | -5.1% | -1.9% |
| 30D | +4.1% | +16.8% | -12.6% | +0.6% |
| 3M | -1.0% | +5.7% | -6.7% | -2.3% |
| 6M | +4.0% | +9.7% | -5.7% | +1.8% |
| YTD | +6.8% | +30.2% | -23.4% | +0.6% |
| 1Y | +5.3% | +32.1% | -26.8% | -1.2% |
| 3Y | +44.6% | +58.6% | -14.0% | +29.3% |
| 5Y | +44.2% | +31.2% | +13.1% | +33.2% |
| 10Y | +107.3% | +66.7% | +40.6% | +70.3% |
| All | +571.3% | +901.6% | -330.3% | +263.5% |
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