+69.3%
FERG vs KIM
+37.3%
+32.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | -15.1% | -1.1% | -14.0% | -14.7% |
| 3M | -4.8% | -5.3% | +0.5% | -2.7% |
| 6M | -2.5% | +3.9% | -6.4% | -4.5% |
| YTD | +1.8% | +20.3% | -18.5% | -7.0% |
| 1Y | -0.3% | +10.4% | -10.8% | -5.4% |
| 3Y | +52.9% | +46.3% | +6.6% | +25.8% |
| 5Y | +69.3% | +37.6% | +31.7% | +45.2% |
| All | +69.3% | +37.3% | +32.0% | +45.2% |
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