+56.7%
FND vs KIM
+78.6%
-21.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.2% | +0.4% | -5.6% | -5.5% |
| 30D | -19.9% | -4.0% | -15.9% | -18.1% |
| 3M | +2.7% | +0.5% | +2.2% | +2.5% |
| 6M | -21.7% | +3.6% | -25.3% | -22.9% |
| YTD | -17.5% | +20.4% | -37.9% | -25.0% |
| 1Y | -39.3% | +9.7% | -49.0% | -41.9% |
| 3Y | -49.8% | +46.0% | -95.8% | -57.8% |
| 5Y | -60.1% | +34.4% | -94.5% | -64.6% |
| All | +56.7% | +78.6% | -21.9% | +13.8% |
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