+25.0%
FLEX vs KIM
+33.1%
-8.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.6% | -15.9% | -10.6% |
| 7D | -17.0% | +10.6% | -27.6% | -13.3% |
| 30D | -33.8% | +17.5% | -51.3% | -29.8% |
| 3M | -39.0% | +4.7% | -43.7% | -36.8% |
| 6M | -15.9% | +13.1% | -29.0% | -13.0% |
| YTD | +27.8% | +32.1% | -4.2% | +45.3% |
| 1Y | +25.0% | +32.7% | -7.7% | +42.7% |
| All | +25.0% | +33.1% | -8.2% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling