+160.3%
FN vs KIM
+46.3%
+114.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.2% |
| 3M | -43.0% | +0.5% | -43.5% | -43.7% |
| 6M | -27.7% | +3.6% | -31.4% | -29.4% |
| YTD | -10.5% | +20.4% | -30.9% | -17.1% |
| 1Y | +12.5% | +9.7% | +2.8% | +7.7% |
| All | +160.3% | +46.3% | +114.0% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling