-21.7%
FN vs KIM
+31.8%
-53.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.8% | +12.5% |
| 7D | +16.3% | +2.8% | +13.5% | +18.6% |
| 30D | -24.7% | +16.3% | -41.1% | -17.2% |
| 3M | -34.9% | +6.6% | -41.6% | -31.0% |
| 6M | -41.1% | +12.3% | -53.4% | -38.0% |
| YTD | -19.6% | +31.6% | -51.2% | -11.3% |
| All | -21.7% | +31.8% | -53.4% | -13.7% |
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