+37.6%
KIM vs FIVN
-82.0%
+119.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -1.0% | -9.6% | +8.6% | +0.1% |
| 30D | -1.1% | -11.9% | +10.8% | +0.2% |
| 3M | -5.3% | +40.1% | -45.4% | -9.8% |
| 6M | +3.9% | +68.3% | -64.4% | -4.5% |
| YTD | +20.3% | +51.5% | -31.2% | +11.5% |
| 1Y | +10.4% | +15.1% | -4.7% | +6.3% |
| 3Y | +46.3% | -55.6% | +101.9% | +57.1% |
| 5Y | +37.6% | -82.4% | +120.0% | +56.9% |
| All | +37.6% | -82.0% | +119.6% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling