+2,159.9%
FTI vs KIM
+441.1%
+1,718.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | +15.3% | -4.0% | +19.3% | +17.3% |
| 3M | +15.8% | +0.5% | +15.2% | +15.1% |
| 6M | +22.6% | +3.6% | +19.0% | +20.1% |
| YTD | +79.5% | +20.4% | +59.1% | +64.2% |
| 1Y | +102.0% | +9.7% | +92.3% | +92.2% |
| 3Y | +315.8% | +46.0% | +269.8% | +242.9% |
| 5Y | +1,129.5% | +34.4% | +1,095.1% | +942.2% |
| 10Y | +320.9% | +29.3% | +291.6% | +241.8% |
| All | +2,159.9% | +441.1% | +1,718.8% | +591.0% |
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