+3,553.2%
FIX vs KIM
+63.6%
+3,489.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -27.8% | +14.1% | -41.9% | -32.6% |
| 3M | -35.6% | +6.0% | -41.5% | -37.7% |
| 6M | -45.2% | +13.2% | -58.5% | -49.1% |
| YTD | +19.5% | +30.4% | -10.9% | +3.5% |
| 1Y | +24.2% | +31.0% | -6.8% | +7.2% |
| 3Y | +494.2% | +67.6% | +426.5% | +346.0% |
| 5Y | +1,036.1% | +35.8% | +1,000.4% | +833.8% |
| All | +3,553.2% | +63.6% | +3,489.6% | +2,291.0% |
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