+52.4%
FND vs KIM
+92.7%
-40.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.0% |
| 7D | -5.1% | -0.7% | -4.5% | -4.8% |
| 30D | +9.2% | +13.4% | -4.2% | +2.4% |
| 3M | -17.7% | +6.5% | -24.2% | -20.2% |
| 6M | +2.5% | +10.6% | -8.1% | -2.4% |
| YTD | -19.8% | +29.9% | -49.7% | -29.7% |
| 1Y | -22.7% | +29.6% | -52.2% | -32.1% |
| 3Y | -38.3% | +64.1% | -102.4% | -50.9% |
| 5Y | -63.0% | +35.3% | -98.3% | -67.4% |
| All | +52.4% | +92.7% | -40.4% | +6.6% |
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