+906.2%
FN vs KIM
+29.2%
+877.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -22.0% | -4.0% | -18.0% | -21.1% |
| 3M | -43.0% | +0.5% | -43.5% | -43.5% |
| 6M | -27.7% | +3.6% | -31.4% | -29.0% |
| YTD | -10.5% | +20.4% | -30.9% | -16.0% |
| 1Y | +12.5% | +9.7% | +2.8% | +8.4% |
| 3Y | +153.8% | +46.0% | +107.8% | +122.3% |
| 5Y | +288.0% | +34.4% | +253.6% | +247.4% |
| All | +906.2% | +29.2% | +877.0% | +874.1% |
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