+531.6%
FICO vs KIM
+65.6%
+466.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | -0.1% | +2.8% | -2.9% | -1.2% |
| 30D | +8.4% | +16.3% | -7.9% | +2.3% |
| 3M | -30.5% | +6.6% | -37.1% | -32.2% |
| 6M | -35.7% | +12.3% | -48.0% | -38.4% |
| YTD | -57.2% | +31.6% | -88.7% | -61.5% |
| 1Y | -58.4% | +31.5% | -89.9% | -62.6% |
| 3Y | -24.8% | +68.0% | -92.8% | -38.7% |
| 5Y | +79.3% | +38.7% | +40.6% | +55.5% |
| 10Y | +531.6% | +65.7% | +465.9% | +341.2% |
| All | +531.6% | +65.6% | +466.1% | +341.2% |
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