+499.7%
FICO vs KIM
+64.5%
+435.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.9% | +4.1% | -5.0% | -2.5% |
| 30D | +3.3% | +16.8% | -13.5% | -2.6% |
| 3M | -31.7% | +5.7% | -37.4% | -33.2% |
| 6M | -34.0% | +9.7% | -43.7% | -36.2% |
| YTD | -58.3% | +30.2% | -88.6% | -62.3% |
| 1Y | -57.9% | +32.1% | -90.0% | -62.2% |
| 3Y | -24.1% | +58.6% | -82.7% | -36.8% |
| 5Y | +85.3% | +31.2% | +54.2% | +63.6% |
| All | +499.7% | +64.5% | +435.2% | +317.4% |
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