+2,625.3%
FN vs KIM
+278.5%
+2,346.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -43.4% |
| 3M | -43.9% | +4.3% | -48.2% | -45.0% |
| 6M | -55.6% | +11.4% | -67.0% | -57.8% |
| YTD | -35.7% | +30.8% | -66.4% | -42.4% |
| 1Y | -39.8% | +31.4% | -71.3% | -46.3% |
| 3Y | +80.3% | +57.7% | +22.6% | +48.6% |
| 5Y | +143.3% | +31.7% | +111.6% | +111.9% |
| 10Y | +682.3% | +67.4% | +614.9% | +496.2% |
| All | +2,625.3% | +278.5% | +2,346.8% | +1,263.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling