-80.5%
FCUV vs KIM
+9.1%
-89.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.3% | -12.3% | -13.6% |
| 7D | +62.8% | -0.8% | +63.6% | +62.7% |
| 30D | +66.5% | -5.1% | +71.6% | +66.9% |
| 3M | +459.9% | -0.6% | +460.6% | +474.8% |
| 6M | -12.4% | +2.4% | -14.8% | -5.7% |
| YTD | -47.5% | +19.0% | -66.5% | -47.8% |
| 1Y | -80.5% | +8.4% | -88.9% | -80.1% |
| All | -80.5% | +9.1% | -89.6% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling