+130.7%
FTV vs KIM
+35.8%
+94.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.4% | +2.8% | -1.4% | +0.4% |
| 30D | +18.3% | +15.9% | +2.4% | +12.1% |
| 3M | +9.8% | +7.8% | +2.0% | +6.8% |
| 6M | +12.3% | +11.9% | +0.5% | +7.6% |
| YTD | +23.1% | +31.0% | -8.0% | +11.3% |
| 1Y | +32.5% | +32.3% | +0.2% | +19.4% |
| 3Y | +38.3% | +65.5% | -27.1% | +14.3% |
| 5Y | +16.8% | +37.2% | -20.4% | +2.1% |
| 10Y | +106.6% | +63.9% | +42.6% | +45.7% |
| All | +130.7% | +35.8% | +94.9% | +69.2% |
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