+1,596.2%
FITB vs KIM
+3,058.9%
-1,462.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -4.7% | -4.0% | -0.8% | -2.3% |
| 3M | +6.7% | +0.5% | +6.1% | +6.0% |
| 6M | +12.6% | +3.6% | +8.9% | +9.6% |
| YTD | +19.1% | +20.4% | -1.3% | +4.9% |
| 1Y | +22.6% | +9.7% | +12.9% | +14.6% |
| 3Y | +127.1% | +46.0% | +81.1% | +74.8% |
| 5Y | +71.8% | +34.4% | +37.4% | +37.7% |
| 10Y | +287.2% | +29.3% | +257.9% | +180.2% |
| All | +1,596.2% | +3,058.9% | -1,462.7% | +363.1% |
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