+1,775.6%
FTI vs KIM
+485.8%
+1,289.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | -4.7% | +14.1% | -18.8% | -10.5% |
| 3M | -13.5% | +6.0% | -19.5% | -16.1% |
| 6M | -8.7% | +13.2% | -22.0% | -14.3% |
| YTD | +49.0% | +30.4% | +18.6% | +31.0% |
| 1Y | +54.0% | +31.0% | +23.0% | +35.1% |
| 3Y | +211.6% | +67.6% | +144.0% | +141.0% |
| 5Y | +881.9% | +35.8% | +846.1% | +726.6% |
| 10Y | +188.1% | +63.7% | +124.4% | +112.4% |
| All | +1,775.6% | +485.8% | +1,289.7% | +451.1% |
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