+442.4%
FLEX vs KIM
+46.3%
+396.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | -10.1% | -4.0% | -6.2% | -8.8% |
| 3M | -31.3% | +0.5% | -31.9% | -32.2% |
| 6M | +71.3% | +3.6% | +67.7% | +67.1% |
| YTD | +81.2% | +20.4% | +60.8% | +64.9% |
| 1Y | +98.5% | +9.7% | +88.8% | +88.7% |
| All | +442.4% | +46.3% | +396.1% | +322.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling