+5,831.7%
FIX vs KIM
+27.5%
+5,804.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | -7.2% | -4.0% | -3.3% | -5.5% |
| 3M | -15.9% | +0.5% | -16.4% | -16.7% |
| 6M | +12.7% | +3.6% | +9.1% | +10.1% |
| YTD | +72.8% | +20.4% | +52.4% | +56.6% |
| 1Y | +122.9% | +9.7% | +113.2% | +110.6% |
| 3Y | +774.3% | +46.0% | +728.3% | +605.6% |
| 5Y | +2,049.5% | +34.4% | +2,015.0% | +1,688.9% |
| All | +5,831.7% | +27.5% | +5,804.2% | +3,873.4% |
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