-40.9%
FIS vs KIM
+29.7%
-70.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -9.1% | -1.0% | -8.1% | -8.8% |
| 30D | -10.4% | -1.1% | -9.4% | -10.1% |
| 3M | -3.7% | -5.3% | +1.6% | -1.9% |
| 6M | -24.8% | +3.9% | -28.7% | -26.0% |
| YTD | -41.6% | +20.3% | -61.8% | -45.5% |
| 1Y | -42.7% | +10.4% | -53.2% | -45.0% |
| 3Y | -26.2% | +46.3% | -72.5% | -36.4% |
| 5Y | -66.1% | +37.6% | -103.7% | -70.2% |
| 10Y | -40.9% | +34.5% | -75.3% | -55.4% |
| All | -40.9% | +29.7% | -70.6% | -55.4% |
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