+565.2%
FLEX vs KIM
+64.5%
+500.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | -19.3% | +4.1% | -23.4% | -20.9% |
| 30D | -41.5% | +16.8% | -58.3% | -45.8% |
| 3M | -43.1% | +5.7% | -48.8% | -44.9% |
| 6M | -48.2% | +9.7% | -57.9% | -51.0% |
| YTD | +15.5% | +30.2% | -14.7% | +0.8% |
| 1Y | +10.2% | +32.1% | -21.9% | -4.6% |
| 3Y | +256.8% | +58.6% | +198.2% | +180.6% |
| 5Y | +408.2% | +31.2% | +377.1% | +332.4% |
| All | +565.2% | +64.5% | +500.7% | +332.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling