+123.8%
FFIV vs KIM
+63.0%
+60.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -33.3% | +13.4% | -46.7% | -35.6% |
| 3M | -24.9% | +6.5% | -31.4% | -26.3% |
| 6M | -10.5% | +10.6% | -21.1% | -13.3% |
| YTD | +24.4% | +29.9% | -5.5% | +14.8% |
| 1Y | +32.3% | +29.6% | +2.7% | +22.1% |
| 3Y | +99.7% | +64.1% | +35.7% | +71.3% |
| 5Y | +38.4% | +35.3% | +3.1% | +24.4% |
| All | +123.8% | +63.0% | +60.8% | +65.6% |
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