-98.6%
FCUV vs KIM
+32.5%
-131.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | -66.5% | -1.7% | -64.7% | -66.4% |
| 30D | +5.0% | -3.0% | +7.9% | +5.3% |
| 3M | +63.8% | -8.9% | +72.7% | +66.4% |
| 6M | -67.8% | +2.4% | -70.2% | -68.1% |
| YTD | -82.4% | +18.3% | -100.7% | -83.1% |
| 1Y | -94.7% | +8.2% | -102.9% | -94.8% |
| 3Y | -99.3% | +44.0% | -143.3% | -99.3% |
| 5Y | -99.9% | +37.3% | -137.2% | -99.9% |
| All | -98.6% | +32.5% | -131.1% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling