-87.2%
FCUV vs KIM
+70.5%
-157.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.2% | -13.5% | -13.6% |
| 7D | +62.8% | +0.4% | +62.4% | +62.8% |
| 30D | +66.5% | -4.0% | +70.5% | +67.3% |
| 3M | +459.9% | +0.5% | +459.4% | +460.6% |
| 6M | -12.4% | +3.6% | -16.0% | -12.7% |
| YTD | -47.5% | +20.4% | -68.0% | -48.8% |
| 1Y | -80.5% | +9.7% | -90.2% | -80.7% |
| 3Y | -97.6% | +46.0% | -143.6% | -97.7% |
| 5Y | -99.5% | +34.4% | -134.0% | -99.6% |
| 10Y | -95.8% | +29.3% | -125.1% | -96.9% |
| All | -87.2% | +70.5% | -157.7% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling