-83.0%
FRMI vs KIM
+13.8%
-96.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.5% |
| 7D | +15.9% | -1.0% | +16.9% | +15.4% |
| 30D | -6.0% | -1.1% | -4.9% | -6.3% |
| 3M | -1.6% | -5.3% | +3.7% | -2.9% |
| 6M | -30.7% | +3.9% | -34.6% | -30.2% |
| YTD | -30.9% | +20.3% | -51.2% | -9.3% |
| All | -83.0% | +13.8% | -96.8% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling