+76.5%
FTV vs KIM
+32.5%
+44.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -4.0% | -1.7% | -2.2% | -3.3% |
| 30D | -11.0% | -3.0% | -8.1% | -10.1% |
| 3M | -8.4% | -8.9% | +0.5% | -5.4% |
| 6M | -2.6% | +2.4% | -4.9% | -3.6% |
| YTD | -0.6% | +18.3% | -19.0% | -6.7% |
| 1Y | +11.0% | +8.2% | +2.8% | +7.4% |
| 3Y | -6.3% | +44.0% | -50.4% | -18.8% |
| 5Y | -1.5% | +37.3% | -38.9% | -13.8% |
| All | +76.5% | +32.5% | +44.0% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling