+92.9%
FFIV vs KIM
+34.4%
+58.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -5.1% | -4.0% | -1.1% | -3.6% |
| 3M | -4.5% | +0.5% | -5.0% | -5.1% |
| 6M | +36.5% | +3.6% | +32.9% | +33.7% |
| YTD | +53.0% | +20.4% | +32.5% | +40.1% |
| 1Y | +24.2% | +9.7% | +14.5% | +18.4% |
| 3Y | +137.2% | +46.0% | +91.2% | +94.7% |
| All | +92.9% | +34.4% | +58.5% | +66.6% |
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 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