-93.2%
FRMI vs KIM
+33.1%
-126.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.6% | -14.1% | -9.2% |
| 7D | -39.7% | +10.6% | -50.3% | -37.7% |
| 30D | -55.2% | +17.5% | -72.6% | -53.5% |
| 3M | -71.2% | +4.7% | -75.9% | -70.3% |
| 6M | -64.1% | +13.1% | -77.2% | -63.5% |
| YTD | -77.2% | +32.1% | -109.3% | -72.2% |
| 1Y | -93.2% | +32.7% | -125.8% | -91.5% |
| All | -93.2% | +33.1% | -126.3% | -91.5% |
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