+18.3%
FTV vs KIM
+37.1%
-18.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.4% | +2.8% | -1.4% | 0.0% |
| 30D | +18.3% | +15.9% | +2.4% | +9.8% |
| 3M | +9.8% | +7.8% | +2.0% | +5.7% |
| 6M | +12.3% | +11.9% | +0.5% | +5.8% |
| YTD | +23.1% | +31.0% | -8.0% | +6.7% |
| 1Y | +32.5% | +32.3% | +0.2% | +14.3% |
| 3Y | +38.3% | +65.5% | -27.1% | +4.3% |
| All | +18.3% | +37.1% | -18.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling