+804.7%
FN vs KIM
+63.9%
+740.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.9% |
| 7D | +8.0% | -1.0% | +9.0% | +8.4% |
| 30D | -19.1% | +14.8% | -33.9% | -22.4% |
| 3M | -29.8% | +8.1% | -38.0% | -31.6% |
| 6M | -43.2% | +11.7% | -54.9% | -45.5% |
| YTD | -18.9% | +30.7% | -49.7% | -25.9% |
| 1Y | -17.9% | +29.7% | -47.6% | -24.7% |
| 3Y | +120.1% | +65.1% | +55.0% | +86.3% |
| 5Y | +206.7% | +34.7% | +172.0% | +173.1% |
| 10Y | +804.7% | +64.1% | +740.6% | +608.5% |
| All | +804.7% | +63.9% | +740.8% | +608.5% |
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