-46.6%
FRSH vs KIM
+43.4%
-90.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -11.2% | -1.5% | -9.7% | -10.5% |
| 30D | -0.8% | -1.7% | +0.9% | 0.0% |
| 3M | +26.4% | -7.1% | +33.6% | +31.2% |
| 6M | +48.4% | +2.9% | +45.5% | +45.3% |
| YTD | -3.1% | +18.8% | -21.9% | -12.8% |
| 1Y | -8.7% | +9.4% | -18.1% | -13.9% |
| All | -46.6% | +43.4% | -90.0% | -57.6% |
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