-83.1%
FRMI vs KIM
+12.0%
-95.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +1.9% |
| 7D | +7.4% | -1.7% | +9.2% | +6.6% |
| 30D | -27.6% | -3.0% | -24.7% | -28.5% |
| 3M | -20.9% | -8.9% | -12.0% | -22.8% |
| 6M | -36.6% | +2.4% | -39.0% | -36.5% |
| YTD | -31.3% | +18.3% | -49.6% | -10.5% |
| All | -83.1% | +12.0% | -95.1% | -80.4% |
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