+23.0%
FIGR vs KIM
+11.9%
+11.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.8% |
| 7D | +13.5% | -0.3% | +13.9% | +13.4% |
| 30D | +33.7% | -1.7% | +35.4% | +32.7% |
| 3M | +37.3% | -0.8% | +38.2% | +36.7% |
| 6M | +25.5% | +4.4% | +21.1% | +28.5% |
| YTD | -6.3% | +21.2% | -27.6% | +4.0% |
| All | +23.0% | +11.9% | +11.1% | +30.0% |
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 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