-61.0%
FND vs KIM
+37.7%
-98.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -5.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | -23.6% | -1.7% | -21.8% | -22.4% |
| 3M | +4.3% | -0.8% | +5.2% | +5.2% |
| 6M | -20.3% | +4.4% | -24.7% | -23.3% |
| YTD | -21.3% | +21.2% | -42.5% | -33.9% |
| 1Y | -45.4% | +10.5% | -55.9% | -50.0% |
| 3Y | -48.9% | +47.5% | -96.4% | -63.4% |
| 5Y | -61.0% | +37.1% | -98.1% | -68.4% |
| All | -61.0% | +37.7% | -98.8% | -68.4% |
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