+226.1%
FIS vs KIM
+488.2%
-262.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -29.4% | +2.8% | -32.2% | -30.3% |
| 30D | -16.7% | +16.3% | -33.1% | -21.0% |
| 3M | -33.0% | +6.6% | -39.6% | -34.6% |
| 6M | -33.3% | +12.3% | -45.6% | -36.1% |
| YTD | -56.0% | +31.6% | -87.6% | -60.1% |
| 1Y | -54.6% | +31.5% | -86.1% | -58.8% |
| 3Y | -40.6% | +68.0% | -108.6% | -50.6% |
| 5Y | -71.9% | +38.7% | -110.6% | -75.2% |
| 10Y | -55.3% | +65.7% | -121.0% | -65.9% |
| All | +226.1% | +488.2% | -262.1% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling