+1,589.1%
FITB vs KIM
+3,337.3%
-1,748.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | +2.8% | -2.3% | -1.3% |
| 30D | +7.0% | +15.9% | -8.9% | -2.9% |
| 3M | -4.4% | +7.8% | -12.1% | -9.1% |
| 6M | +11.6% | +11.9% | -0.3% | +3.3% |
| YTD | +18.6% | +31.0% | -12.4% | -1.3% |
| 1Y | +29.8% | +32.3% | -2.5% | +7.3% |
| 3Y | +140.7% | +65.5% | +75.2% | +70.6% |
| 5Y | +48.6% | +37.2% | +11.4% | +17.8% |
| 10Y | +224.4% | +63.9% | +160.5% | +101.5% |
| All | +1,589.1% | +3,337.3% | -1,748.2% | +335.9% |
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