-63.0%
FND vs KIM
+33.6%
-96.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -3.8% |
| 7D | -5.1% | -0.7% | -4.5% | -4.4% |
| 30D | +9.2% | +13.4% | -4.2% | -2.8% |
| 3M | -17.7% | +6.5% | -24.2% | -22.3% |
| 6M | +2.5% | +10.6% | -8.1% | -6.6% |
| YTD | -19.8% | +29.9% | -49.7% | -37.4% |
| 1Y | -22.7% | +29.6% | -52.2% | -39.5% |
| 3Y | -38.3% | +64.1% | -102.4% | -61.0% |
| 5Y | -63.0% | +35.3% | -98.3% | -71.4% |
| All | -63.0% | +33.6% | -96.6% | -71.4% |
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