+33.8%
FFIV vs KIM
+34.6%
-0.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -35.9% |
| 3M | -25.7% | +6.0% | -31.7% | -27.5% |
| 6M | -13.5% | +13.2% | -26.7% | -18.3% |
| YTD | +21.1% | +30.4% | -9.3% | +6.9% |
| 1Y | +29.4% | +31.0% | -1.6% | +13.9% |
| 3Y | +94.9% | +67.6% | +27.3% | +48.8% |
| All | +33.8% | +34.6% | -0.7% | +14.6% |
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