-92.0%
FRMI vs KIM
+23.4%
-115.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.4% | +26.3% | +26.9% |
| 7D | +66.2% | +0.1% | +66.1% | +66.3% |
| 30D | -17.4% | +14.1% | -31.5% | -11.4% |
| 3M | -60.5% | +6.0% | -66.5% | -58.9% |
| 6M | -56.5% | +13.2% | -69.7% | -53.4% |
| YTD | -67.4% | +30.4% | -97.8% | -55.1% |
| 1Y | -85.1% | +31.0% | -116.1% | -79.1% |
| All | -92.0% | +23.4% | -115.3% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling