+4,079.4%
FFIV vs KIM
+666.1%
+3,413.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -8.1% | +4.1% | -12.2% | -9.3% |
| 30D | -33.4% | +16.8% | -50.2% | -36.6% |
| 3M | -24.7% | +5.7% | -30.4% | -26.2% |
| 6M | -8.8% | +9.7% | -18.5% | -11.9% |
| YTD | +21.8% | +30.2% | -8.5% | +11.2% |
| 1Y | +25.3% | +32.1% | -6.8% | +13.9% |
| 3Y | +101.2% | +58.6% | +42.6% | +71.0% |
| 5Y | +40.2% | +31.2% | +9.1% | +25.4% |
| 10Y | +129.0% | +66.7% | +62.4% | +72.0% |
| All | +4,079.4% | +666.1% | +3,413.3% | +2,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling