+94.9%
FFIV vs KIM
+65.6%
+29.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -32.4% | +14.1% | -46.5% | -34.7% |
| 3M | -25.7% | +6.0% | -31.7% | -26.8% |
| 6M | -13.5% | +13.2% | -26.7% | -16.8% |
| YTD | +21.1% | +30.4% | -9.3% | +10.3% |
| 1Y | +29.4% | +31.0% | -1.6% | +17.6% |
| 3Y | +94.9% | +67.6% | +27.3% | +59.4% |
| All | +94.9% | +65.6% | +29.3% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling