-98.9%
FCUV vs KIM
+65.6%
-164.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.4% | +135.6% | +135.9% |
| 7D | +148.8% | +0.1% | +148.7% | +148.8% |
| 30D | +95.0% | +14.1% | +80.9% | +84.6% |
| 3M | +27.8% | +6.0% | +21.8% | +24.1% |
| 6M | +121.0% | +13.2% | +107.7% | +110.4% |
| YTD | -78.1% | +30.4% | -108.5% | -81.3% |
| 1Y | -94.3% | +31.0% | -125.3% | -95.1% |
| 3Y | -98.9% | +67.6% | -166.5% | -99.2% |
| All | -98.9% | +65.6% | -164.5% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling