-75.0%
FRSH vs KIM
+34.5%
-109.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -6.6% | -1.7% | -4.9% | -5.5% |
| 30D | +2.1% | -3.0% | +5.1% | +4.2% |
| 3M | +29.0% | -8.9% | +37.8% | +37.6% |
| 6M | +48.6% | +2.4% | +46.2% | +44.7% |
| YTD | -2.9% | +18.3% | -21.3% | -15.6% |
| 1Y | -7.9% | +8.2% | -16.1% | -14.5% |
| 3Y | -46.5% | +44.0% | -90.5% | -61.6% |
| All | -75.0% | +34.5% | -109.5% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling