+5,150.0%
FFIV vs KIM
+608.5%
+4,541.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | -4.5% | +0.5% | -5.0% | -4.9% |
| 6M | +36.5% | +3.6% | +32.9% | +34.4% |
| YTD | +53.0% | +20.4% | +32.5% | +43.3% |
| 1Y | +24.2% | +9.7% | +14.5% | +19.9% |
| 3Y | +137.2% | +46.0% | +91.2% | +106.7% |
| 5Y | +91.8% | +34.4% | +57.3% | +70.2% |
| 10Y | +215.2% | +29.3% | +185.9% | +156.7% |
| All | +5,150.0% | +608.5% | +4,541.6% | +3,172.0% |
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