+47.5%
KIM vs FIVN
-55.5%
+103.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.1% | +6.8% | +1.2% |
| 7D | -0.3% | -8.2% | +7.9% | +0.4% |
| 30D | -1.7% | -8.1% | +6.4% | -1.1% |
| 3M | -0.8% | +34.9% | -35.7% | -4.2% |
| 6M | +4.4% | +72.6% | -68.2% | -2.8% |
| YTD | +21.2% | +55.8% | -34.5% | +14.0% |
| 1Y | +10.5% | +17.1% | -6.6% | +8.2% |
| 3Y | +47.5% | -54.3% | +101.8% | +58.5% |
| All | +47.5% | -55.5% | +103.0% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 3y: compounded portfolio wealth divided by compounded FIVN 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…
3y analysis · Full analysis span regression · 6 months rolling