+93.9%
FTV vs KIM
+24.8%
+69.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.5% | +0.4% | -4.9% | -4.7% |
| 30D | -7.1% | -4.0% | -3.1% | -5.7% |
| 3M | -7.2% | +0.5% | -7.7% | -7.5% |
| 6M | -1.5% | +3.6% | -5.1% | -3.0% |
| YTD | +3.5% | +20.4% | -17.0% | -3.5% |
| 1Y | +20.3% | +9.7% | +10.6% | +16.0% |
| 3Y | -3.1% | +46.0% | -49.1% | -16.4% |
| 5Y | +2.3% | +34.4% | -32.1% | -9.8% |
| 10Y | +76.3% | +29.3% | +47.0% | +33.5% |
| All | +93.9% | +24.8% | +69.1% | +46.7% |
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