+408.4%
FTAI vs KIM
+43.4%
+365.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -9.7% | -1.5% | -8.2% | -9.1% |
| 30D | -20.0% | -1.7% | -18.3% | -19.5% |
| 3M | -20.1% | -7.1% | -12.9% | -17.9% |
| 6M | -33.3% | +2.9% | -36.1% | -34.5% |
| YTD | -8.0% | +18.8% | -26.8% | -15.4% |
| 1Y | +8.0% | +9.4% | -1.5% | +3.1% |
| All | +408.4% | +43.4% | +365.0% | +302.2% |
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 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