-95.6%
FCUV vs KIM
+71.6%
-167.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +0.7% | -65.9% | -65.3% |
| 7D | -47.9% | -0.3% | -47.6% | -48.0% |
| 30D | +13.7% | -1.7% | +15.4% | +13.6% |
| 3M | +97.0% | -0.8% | +97.8% | +97.2% |
| 6M | -66.1% | +4.4% | -70.5% | -66.3% |
| YTD | -81.8% | +21.2% | -103.0% | -82.2% |
| 1Y | -93.3% | +10.5% | -103.8% | -93.4% |
| 3Y | -99.2% | +47.5% | -146.7% | -99.2% |
| 5Y | -99.9% | +37.1% | -136.9% | -99.9% |
| 10Y | -98.5% | +29.5% | -128.0% | -98.9% |
| All | -95.6% | +71.6% | -167.2% | -96.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling