+215.9%
FITB vs KIM
+63.9%
+152.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.6% | -1.0% | +0.4% | 0.0% |
| 30D | +7.0% | +14.8% | -7.7% | -1.7% |
| 3M | -4.8% | +8.1% | -12.9% | -9.4% |
| 6M | +13.5% | +11.7% | +1.9% | +5.8% |
| YTD | +19.1% | +30.7% | -11.7% | +0.5% |
| 1Y | +30.8% | +29.7% | +1.0% | +10.8% |
| 3Y | +141.6% | +65.1% | +76.5% | +75.8% |
| 5Y | +48.3% | +34.7% | +13.6% | +20.9% |
| 10Y | +215.9% | +64.1% | +151.8% | +66.6% |
| All | +215.9% | +63.9% | +152.1% | +66.6% |
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