-99.3%
FCUV vs KIM
+45.1%
-144.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -6.7% |
| 7D | -63.8% | -1.0% | -62.8% | -63.8% |
| 30D | -14.7% | -1.1% | -13.6% | -14.8% |
| 3M | +65.3% | -5.3% | +70.6% | +68.9% |
| 6M | -68.5% | +3.9% | -72.4% | -69.1% |
| YTD | -83.0% | +20.3% | -103.3% | -84.8% |
| 1Y | -94.4% | +10.4% | -104.9% | -94.7% |
| All | -99.3% | +45.1% | -144.4% | -99.4% |
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