+131.2%
FTV vs KIM
+35.5%
+95.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -0.7% | -1.0% | +0.3% | -0.3% |
| 30D | +18.3% | +14.8% | +3.6% | +12.6% |
| 3M | +10.2% | +8.1% | +2.1% | +7.1% |
| 6M | +12.8% | +11.7% | +1.2% | +8.2% |
| YTD | +23.4% | +30.7% | -7.4% | +11.6% |
| 1Y | +31.4% | +29.7% | +1.7% | +19.3% |
| 3Y | +38.7% | +65.1% | -26.4% | +14.6% |
| 5Y | +18.6% | +34.7% | -16.1% | +4.3% |
| 10Y | +110.1% | +64.1% | +46.0% | +48.2% |
| All | +131.2% | +35.5% | +95.7% | +69.8% |
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