-39.1%
FND vs KIM
+65.0%
-104.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -3.7% |
| 7D | -5.1% | -0.7% | -4.5% | -4.4% |
| 30D | +9.2% | +13.4% | -4.2% | -3.4% |
| 3M | -17.7% | +6.5% | -24.2% | -22.6% |
| 6M | +2.5% | +10.6% | -8.1% | -7.1% |
| YTD | -19.8% | +29.9% | -49.7% | -38.2% |
| 1Y | -22.7% | +29.6% | -52.2% | -40.2% |
| All | -39.1% | +65.0% | -104.1% | -62.0% |
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