+693.0%
FN vs KIM
+63.6%
+629.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +0.3% | +0.1% | +0.1% | +0.3% |
| 30D | -16.5% | +14.1% | -30.6% | -19.8% |
| 3M | -42.1% | +6.0% | -48.1% | -43.2% |
| 6M | -52.9% | +13.2% | -66.1% | -55.0% |
| YTD | -28.0% | +30.4% | -58.3% | -34.0% |
| 1Y | -18.5% | +31.0% | -49.5% | -25.6% |
| 3Y | +93.9% | +67.6% | +26.2% | +63.4% |
| 5Y | +170.5% | +35.8% | +134.7% | +140.4% |
| All | +693.0% | +63.6% | +629.4% | +531.1% |
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