-98.0%
FCUV vs KIM
+33.1%
-131.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.6% | -11.1% | -5.9% |
| 7D | -8.6% | +10.6% | -19.2% | -4.5% |
| 30D | -25.9% | +17.5% | -43.4% | -21.0% |
| 3M | -69.8% | +4.7% | -74.5% | -68.5% |
| 6M | -31.6% | +13.1% | -44.8% | -24.5% |
| YTD | -90.1% | +32.1% | -122.2% | -89.9% |
| 1Y | -98.0% | +32.7% | -130.6% | -97.9% |
| All | -98.0% | +33.1% | -131.1% | -97.9% |
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