-74.6%
FRSH vs KIM
+37.8%
-112.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.4% |
| 7D | -10.1% | -0.3% | -9.8% | -9.9% |
| 30D | +2.2% | -1.7% | +3.9% | +3.3% |
| 3M | +28.6% | -0.8% | +29.4% | +29.1% |
| 6M | +40.2% | +4.4% | +35.8% | +34.7% |
| YTD | -1.2% | +21.2% | -22.5% | -15.5% |
| 1Y | -7.9% | +10.5% | -18.5% | -15.8% |
| 3Y | -44.7% | +47.5% | -92.2% | -61.0% |
| All | -74.6% | +37.8% | -112.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling