+539.5%
FICO vs KIM
+63.9%
+475.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +4.0% | -1.0% | +5.0% | +4.4% |
| 30D | -1.5% | +14.8% | -16.3% | -6.6% |
| 3M | -29.8% | +8.1% | -37.9% | -31.9% |
| 6M | -33.3% | +11.7% | -44.9% | -35.9% |
| YTD | -56.9% | +30.7% | -87.6% | -61.1% |
| 1Y | -59.5% | +29.7% | -89.2% | -63.3% |
| 3Y | -26.9% | +65.1% | -92.0% | -40.0% |
| 5Y | +92.9% | +34.7% | +58.3% | +69.0% |
| 10Y | +539.5% | +64.1% | +475.4% | +350.8% |
| All | +539.5% | +63.9% | +475.6% | +350.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling