+90.8%
FOXA vs KIM
+90.7%
+0.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | +12.0% | -4.0% | +16.0% | +13.6% |
| 3M | +0.3% | +0.5% | -0.3% | 0.0% |
| 6M | +12.5% | +3.6% | +8.9% | +10.8% |
| YTD | -9.6% | +20.4% | -30.1% | -16.0% |
| 1Y | +8.6% | +9.7% | -1.1% | +4.4% |
| 3Y | +118.5% | +46.0% | +72.6% | +86.6% |
| 5Y | +88.8% | +34.4% | +54.3% | +64.0% |
| All | +90.8% | +90.7% | +0.1% | +31.0% |
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