-39.8%
FIGR vs KIM
+33.1%
-73.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +5.5% |
| 7D | -1.3% | +10.6% | -11.9% | +2.8% |
| 30D | -17.6% | +17.5% | -35.1% | -11.6% |
| 3M | -16.7% | +4.7% | -21.4% | -16.2% |
| 6M | -36.1% | +13.1% | -49.3% | -32.6% |
| YTD | -43.6% | +32.1% | -75.7% | -31.5% |
| 1Y | -39.8% | +32.7% | -72.5% | -26.1% |
| All | -39.8% | +33.1% | -73.0% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling