-51.1%
FIS vs KIM
+33.1%
-84.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.6% | -27.2% | -23.9% |
| 7D | -18.4% | +10.6% | -29.0% | -20.3% |
| 30D | -11.4% | +17.5% | -28.9% | -14.7% |
| 3M | -32.0% | +4.7% | -36.7% | -32.8% |
| 6M | -35.6% | +13.1% | -48.7% | -37.2% |
| YTD | -53.8% | +32.1% | -85.9% | -57.2% |
| 1Y | -51.1% | +32.7% | -83.7% | -54.8% |
| All | -51.1% | +33.1% | -84.2% | -54.8% |
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 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