-99.9%
FCUV vs KIM
+35.1%
-134.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | -72.0% | -1.5% | -70.5% | -71.9% |
| 30D | -8.0% | -1.7% | -6.3% | -8.0% |
| 3M | +66.3% | -7.1% | +73.4% | +71.4% |
| 6M | -75.3% | +2.9% | -78.2% | -75.8% |
| YTD | -83.0% | +18.8% | -101.8% | -84.6% |
| 1Y | -94.7% | +9.4% | -104.1% | -94.9% |
| 3Y | -99.3% | +44.6% | -143.8% | -99.4% |
| 5Y | -99.9% | +37.9% | -137.8% | -99.9% |
| All | -99.9% | +35.1% | -134.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling