+32.1%
KIM vs FGI
-70.0%
+102.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | +16.3% | -3.2% | +19.6% | +16.3% |
| 3M | +6.6% | +64.1% | -57.5% | +6.0% |
| 6M | +12.3% | +17.2% | -4.9% | +11.7% |
| YTD | +31.6% | +31.6% | 0.0% | +30.3% |
| 1Y | +31.5% | +45.1% | -13.6% | +30.0% |
| 3Y | +68.0% | -2.0% | +70.0% | +66.3% |
| All | +32.1% | -70.0% | +102.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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