+12,471.5%
FIX vs KIM
+850.5%
+11,621.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -15.9% | +0.5% | -16.4% | -16.5% |
| 6M | +12.7% | +3.6% | +9.1% | +10.5% |
| YTD | +72.8% | +20.4% | +52.4% | +58.7% |
| 1Y | +122.9% | +9.7% | +113.2% | +112.3% |
| 3Y | +774.3% | +46.0% | +728.3% | +629.6% |
| 5Y | +2,049.5% | +34.4% | +2,015.0% | +1,745.0% |
| 10Y | +5,821.5% | +29.3% | +5,792.2% | +4,631.0% |
| All | +12,471.5% | +850.5% | +11,621.0% | +3,333.3% |
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