+1,577.3%
FERG vs KIM
+305.0%
+1,272.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +6.4% | -1.0% | +7.4% | +6.6% |
| 30D | +19.9% | +14.8% | +5.1% | +17.7% |
| 3M | +5.6% | +8.1% | -2.6% | +4.5% |
| 6M | +9.2% | +11.7% | -2.4% | +7.6% |
| YTD | +20.6% | +30.7% | -10.1% | +16.3% |
| 1Y | +5.7% | +29.7% | -24.1% | +2.0% |
| 3Y | +73.6% | +65.1% | +8.5% | +63.0% |
| 5Y | +86.2% | +34.7% | +51.6% | +77.8% |
| 10Y | +440.7% | +64.1% | +376.6% | +400.1% |
| All | +1,577.3% | +305.0% | +1,272.3% | +1,467.9% |
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