-29.1%
FN vs KIM
+31.1%
-60.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.1% | +11.4% |
| 7D | 0.0% | +4.1% | -4.1% | +3.0% |
| 30D | -34.3% | +16.8% | -51.1% | -27.5% |
| 3M | -39.9% | +5.7% | -45.6% | -36.5% |
| 6M | -51.8% | +9.7% | -61.5% | -49.2% |
| YTD | -28.1% | +30.2% | -58.4% | -19.6% |
| 1Y | -29.1% | +32.1% | -61.2% | -20.5% |
| All | -29.1% | +31.1% | -60.2% | -20.5% |
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 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