+205.3%
FTI vs KIM
+65.0%
+140.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | -8.2% | +13.4% | -21.6% | -11.7% |
| 3M | -13.7% | +6.5% | -20.2% | -15.3% |
| 6M | -11.2% | +10.6% | -21.8% | -14.2% |
| YTD | +46.0% | +29.9% | +16.1% | +32.6% |
| 1Y | +51.8% | +29.6% | +22.2% | +38.0% |
| All | +205.3% | +65.0% | +140.3% | +161.8% |
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