+126.6%
FFIV vs KIM
+65.6%
+61.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | -2.1% | +2.8% | -4.9% | -2.8% |
| 30D | -33.8% | +16.3% | -50.1% | -36.5% |
| 3M | -20.6% | +6.6% | -27.3% | -22.1% |
| 6M | -10.2% | +12.3% | -22.6% | -13.4% |
| YTD | +24.5% | +31.6% | -7.1% | +14.5% |
| 1Y | +29.3% | +31.5% | -2.2% | +18.9% |
| 3Y | +103.8% | +68.0% | +35.8% | +73.7% |
| 5Y | +40.9% | +38.7% | +2.2% | +25.8% |
| 10Y | +126.6% | +65.7% | +60.9% | +66.7% |
| All | +126.6% | +65.6% | +61.0% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling