+3,076.9%
FTAI vs KIM
+32.5%
+3,044.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.5% |
| 7D | -5.2% | -1.7% | -3.5% | -4.3% |
| 30D | -17.9% | -3.0% | -15.0% | -16.7% |
| 3M | -22.7% | -8.9% | -13.9% | -19.4% |
| 6M | -28.0% | +2.4% | -30.4% | -29.2% |
| YTD | -5.0% | +18.3% | -23.3% | -13.6% |
| 1Y | +10.4% | +8.2% | +2.2% | +4.9% |
| 3Y | +425.2% | +44.0% | +381.2% | +319.8% |
| 5Y | +890.3% | +37.3% | +853.0% | +708.8% |
| All | +3,076.9% | +32.5% | +3,044.4% | +1,947.5% |
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