-80.9%
FIG vs KIM
+16.4%
-97.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.4% |
| 7D | -14.5% | -1.0% | -13.5% | -14.6% |
| 30D | -13.3% | -1.1% | -12.2% | -13.4% |
| 3M | +7.4% | -5.3% | +12.7% | +6.9% |
| 6M | -27.8% | +3.9% | -31.7% | -26.6% |
| YTD | -41.1% | +20.3% | -61.4% | -39.7% |
| 1Y | -58.7% | +10.4% | -69.2% | -59.7% |
| All | -80.9% | +16.4% | -97.3% | -80.0% |
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 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