-54.3%
FIS vs KIM
+63.0%
-117.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.9% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | -19.4% | +13.4% | -32.8% | -23.3% |
| 3M | -31.6% | +6.5% | -38.1% | -33.4% |
| 6M | -32.5% | +10.6% | -43.1% | -35.3% |
| YTD | -56.0% | +29.9% | -85.9% | -60.2% |
| 1Y | -55.5% | +29.6% | -85.1% | -59.8% |
| 3Y | -41.3% | +64.1% | -105.4% | -51.6% |
| 5Y | -72.3% | +35.3% | -107.5% | -75.7% |
| All | -54.3% | +63.0% | -117.3% | -66.9% |
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