+7,433.0%
FIX vs KIM
+932.2%
+6,500.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.0% | -10.6% | -11.2% |
| 7D | -27.2% | +5.0% | -32.2% | -28.9% |
| 30D | -46.9% | +15.8% | -62.7% | -50.3% |
| 3M | -44.4% | +4.3% | -48.7% | -45.7% |
| 6M | -50.9% | +11.4% | -62.3% | -53.6% |
| YTD | +3.5% | +30.8% | -27.2% | -8.7% |
| 1Y | -2.1% | +31.4% | -33.6% | -13.9% |
| 3Y | +418.7% | +57.7% | +361.1% | +317.4% |
| 5Y | +894.6% | +31.7% | +862.8% | +754.7% |
| 10Y | +3,465.5% | +67.4% | +3,398.1% | +2,463.7% |
| All | +7,433.0% | +932.2% | +6,500.8% | +1,875.6% |
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