+70.2%
FOXA vs KIM
+33.6%
+36.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.6% |
| 30D | +5.1% | +13.4% | -8.3% | -0.4% |
| 3M | +4.7% | +6.5% | -1.9% | +1.8% |
| 6M | -0.2% | +10.6% | -10.8% | -4.5% |
| YTD | -9.2% | +29.9% | -39.2% | -19.3% |
| 1Y | -0.6% | +29.6% | -30.1% | -11.5% |
| 3Y | +125.7% | +64.1% | +61.6% | +77.7% |
| 5Y | +70.2% | +35.3% | +34.9% | +43.6% |
| All | +70.2% | +33.6% | +36.6% | +43.6% |
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 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