-20.9%
FN vs KIM
+29.4%
-50.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.5% |
| 7D | +20.8% | -0.7% | +21.4% | +20.2% |
| 30D | -17.3% | +13.4% | -30.7% | -10.4% |
| 3M | -38.1% | +6.5% | -44.7% | -34.5% |
| 6M | -44.2% | +10.6% | -54.8% | -41.9% |
| YTD | -22.3% | +29.9% | -52.2% | -16.3% |
| 1Y | -20.9% | +29.6% | -50.5% | -14.0% |
| All | -20.9% | +29.4% | -50.4% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling