-62.2%
FIS vs KIM
+34.4%
-96.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -2.2% | -4.0% | +1.8% | -0.2% |
| 3M | +2.1% | +0.5% | +1.6% | +1.7% |
| 6M | -14.7% | +3.6% | -18.3% | -16.6% |
| YTD | -35.7% | +20.4% | -56.1% | -42.1% |
| 1Y | -37.1% | +9.7% | -46.8% | -40.5% |
| 3Y | -20.0% | +46.0% | -66.0% | -36.9% |
| All | -62.2% | +34.4% | -96.7% | -69.2% |
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