+90.1%
FOXA vs KIM
+88.2%
+1.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | -3.7% | -1.5% | -2.3% | -3.2% |
| 30D | +5.4% | -1.7% | +7.0% | +6.0% |
| 3M | -3.7% | -7.1% | +3.4% | -1.0% |
| 6M | +12.6% | +2.9% | +9.7% | +11.2% |
| YTD | -10.0% | +18.8% | -28.8% | -15.9% |
| 1Y | +15.0% | +9.4% | +5.6% | +10.7% |
| 3Y | +115.1% | +44.6% | +70.5% | +84.3% |
| 5Y | +93.0% | +37.9% | +55.1% | +66.2% |
| All | +90.1% | +88.2% | +1.9% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling