+21.0%
KIM vs FGI
-70.4%
+91.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -4.0% | +65.4% | -69.4% | -4.6% |
| 3M | +0.5% | +23.5% | -23.0% | +0.1% |
| 6M | +3.6% | +60.5% | -56.9% | +2.5% |
| YTD | +20.4% | +30.0% | -9.6% | +19.3% |
| 1Y | +9.7% | +82.1% | -72.4% | +7.9% |
| 3Y | +46.0% | -4.4% | +50.4% | +44.6% |
| All | +21.0% | -70.4% | +91.3% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling