+99.6%
FOXA vs KIM
+106.5%
-6.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +4.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +10.0% | +14.1% | -4.1% | +4.7% |
| 3M | +5.0% | +6.0% | -1.0% | +2.7% |
| 6M | +3.4% | +13.2% | -9.9% | -1.4% |
| YTD | -5.5% | +30.4% | -35.9% | -14.7% |
| 1Y | +5.5% | +31.0% | -25.5% | -5.0% |
| 3Y | +139.3% | +67.6% | +71.7% | +94.3% |
| 5Y | +77.2% | +35.8% | +41.4% | +53.3% |
| All | +99.6% | +106.5% | -6.9% | +33.0% |
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