+1,737.6%
FTI vs KIM
+483.7%
+1,253.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +5.4% | -0.7% | +6.1% | +5.7% |
| 30D | -8.2% | +13.4% | -21.6% | -13.6% |
| 3M | -13.7% | +6.5% | -20.2% | -16.5% |
| 6M | -11.2% | +10.6% | -21.8% | -15.8% |
| YTD | +46.0% | +29.9% | +16.1% | +28.5% |
| 1Y | +51.8% | +29.6% | +22.2% | +33.8% |
| 3Y | +206.7% | +64.1% | +142.7% | +139.5% |
| 5Y | +862.0% | +35.3% | +826.7% | +711.1% |
| 10Y | +182.3% | +63.1% | +119.2% | +108.4% |
| All | +1,737.6% | +483.7% | +1,253.9% | +440.8% |
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 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