+46.2%
FND vs KIM
+76.3%
-30.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -5.1% | -1.5% | -3.6% | -4.3% |
| 30D | -22.5% | -1.7% | -20.8% | -21.9% |
| 3M | -5.0% | -7.1% | +2.1% | -1.2% |
| 6M | -21.5% | +2.9% | -24.4% | -22.5% |
| YTD | -23.0% | +18.8% | -41.9% | -29.5% |
| 1Y | -44.9% | +9.4% | -54.3% | -47.2% |
| 3Y | -50.0% | +44.6% | -94.6% | -57.8% |
| 5Y | -63.3% | +37.9% | -101.3% | -67.8% |
| All | +46.2% | +76.3% | -30.1% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling