+143.3%
FN vs KIM
+31.2%
+112.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.0% | -13.3% | -13.9% |
| 7D | -16.0% | +5.0% | -20.9% | -17.5% |
| 30D | -40.1% | +15.8% | -55.9% | -43.7% |
| 3M | -43.9% | +4.3% | -48.2% | -44.9% |
| 6M | -55.6% | +11.4% | -67.0% | -58.2% |
| YTD | -35.7% | +30.8% | -66.4% | -43.9% |
| 1Y | -39.8% | +31.4% | -71.3% | -47.7% |
| 3Y | +80.3% | +57.7% | +22.6% | +38.8% |
| 5Y | +143.3% | +31.7% | +111.6% | +102.6% |
| All | +143.3% | +31.2% | +112.1% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling