-80.3%
FIG vs KIM
+17.3%
-97.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -5.6% |
| 7D | -16.4% | -0.3% | -16.0% | -16.4% |
| 30D | -2.3% | -1.7% | -0.6% | -2.5% |
| 3M | +7.8% | -0.8% | +8.6% | +8.8% |
| 6M | -21.8% | +4.4% | -26.2% | -20.5% |
| YTD | -39.1% | +21.2% | -60.4% | -37.6% |
| 1Y | -56.6% | +10.5% | -67.2% | -58.0% |
| All | -80.3% | +17.3% | -97.6% | -79.3% |
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