+506.7%
FIX vs KIM
+62.3%
+444.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +9.2% |
| 7D | -7.2% | +2.8% | -10.1% | -7.9% |
| 30D | -35.1% | +16.3% | -51.5% | -37.9% |
| 3M | -34.3% | +6.6% | -40.9% | -35.3% |
| 6M | -42.9% | +12.3% | -55.2% | -45.4% |
| YTD | +19.5% | +31.6% | -12.1% | +7.7% |
| 1Y | +16.8% | +31.5% | -14.7% | +5.1% |
| 3Y | +506.7% | +68.0% | +438.7% | +370.2% |
| All | +506.7% | +62.3% | +444.4% | +370.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling