+94.2%
KIM vs FIVN
+318.5%
-224.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | 0.0% |
| 7D | +0.4% | -2.3% | +2.7% | +0.5% |
| 30D | -4.0% | +12.4% | -16.4% | -4.8% |
| 3M | +0.5% | +36.0% | -35.5% | -1.6% |
| 6M | +3.6% | +86.0% | -82.4% | -1.1% |
| YTD | +20.4% | +65.9% | -45.5% | +15.5% |
| 1Y | +9.7% | +26.5% | -16.8% | +6.9% |
| 3Y | +46.0% | -54.2% | +100.2% | +48.6% |
| 5Y | +34.4% | -80.5% | +114.9% | +37.3% |
| 10Y | +29.3% | +109.6% | -80.3% | +17.1% |
| All | +94.2% | +318.5% | -224.3% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling