+76.9%
FICO vs KIM
+31.1%
+45.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.9% | +4.1% | -5.0% | -3.1% |
| 30D | +3.3% | +16.8% | -13.5% | -4.8% |
| 3M | -31.7% | +5.7% | -37.4% | -33.8% |
| 6M | -34.0% | +9.7% | -43.7% | -37.1% |
| YTD | -58.3% | +30.2% | -88.6% | -63.8% |
| 1Y | -57.9% | +32.1% | -90.0% | -63.7% |
| 3Y | -24.1% | +58.6% | -82.7% | -41.9% |
| All | +76.9% | +31.1% | +45.8% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling