-39.8%
FIS vs KIM
+57.8%
-97.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -25.5% | +4.1% | -29.6% | -26.9% |
| 30D | -15.1% | +16.8% | -31.8% | -20.6% |
| 3M | -32.1% | +5.7% | -37.8% | -33.9% |
| 6M | -36.1% | +9.7% | -45.7% | -38.8% |
| YTD | -55.4% | +30.2% | -85.6% | -60.6% |
| 1Y | -53.9% | +32.1% | -86.0% | -59.5% |
| 3Y | -39.8% | +58.6% | -98.3% | -52.0% |
| All | -39.8% | +57.8% | -97.6% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling