+86.9%
FOXA vs KIM
+37.3%
+49.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -5.4% | -1.0% | -4.5% | -5.0% |
| 30D | +1.1% | -1.1% | +2.2% | +1.6% |
| 3M | -6.1% | -5.3% | -0.8% | -3.9% |
| 6M | +8.2% | +3.9% | +4.3% | +6.3% |
| YTD | -11.8% | +20.3% | -32.1% | -18.8% |
| 1Y | +9.9% | +10.4% | -0.5% | +4.8% |
| 3Y | +110.7% | +46.3% | +64.4% | +74.6% |
| 5Y | +86.9% | +37.6% | +49.4% | +58.3% |
| All | +86.9% | +37.3% | +49.6% | +58.3% |
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