+102.0%
FTI vs KIM
+9.1%
+92.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | +5.3% | -0.8% | +6.0% | +5.3% |
| 30D | +15.3% | -5.1% | +20.4% | +15.8% |
| 3M | +15.8% | -0.6% | +16.4% | +16.0% |
| 6M | +22.6% | +2.4% | +20.2% | +22.0% |
| YTD | +79.5% | +19.0% | +60.5% | +76.8% |
| 1Y | +102.0% | +8.4% | +93.6% | +91.7% |
| All | +102.0% | +9.1% | +92.9% | +91.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling