+1,060.6%
FLEX vs KIM
+29.1%
+1,031.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.1% |
| 7D | +7.0% | -0.3% | +7.3% | +7.1% |
| 30D | -5.8% | -1.7% | -4.1% | -5.1% |
| 3M | -24.2% | -0.8% | -23.4% | -24.5% |
| 6M | +90.8% | +4.4% | +86.4% | +86.1% |
| YTD | +89.2% | +21.2% | +67.9% | +71.6% |
| 1Y | +104.7% | +10.5% | +94.2% | +93.3% |
| 3Y | +478.1% | +47.5% | +430.6% | +372.4% |
| 5Y | +726.2% | +37.1% | +689.1% | +595.5% |
| 10Y | +1,060.6% | +29.5% | +1,031.1% | +729.7% |
| All | +1,060.6% | +29.1% | +1,031.5% | +729.7% |
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