+11.4%
FPS vs KIM
+14.1%
-2.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.2% |
| 7D | +10.4% | -0.3% | +10.7% | +10.3% |
| 30D | -16.5% | -1.7% | -14.8% | -16.7% |
| 3M | -45.5% | -0.8% | -44.7% | -47.1% |
| 6M | +2.1% | +4.4% | -2.3% | -6.7% |
| All | +11.4% | +14.1% | -2.7% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling