-50.9%
FIX vs KIM
+12.0%
-62.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.0% | -10.6% | -12.4% |
| 7D | -27.2% | +5.0% | -32.2% | -24.0% |
| 30D | -46.9% | +15.8% | -62.7% | -40.9% |
| 3M | -44.4% | +4.3% | -48.7% | -41.5% |
| 6M | -50.9% | +11.4% | -62.3% | -49.4% |
| All | -50.9% | +12.0% | -62.9% | -49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling