-45.6%
FLEX vs KIM
+11.4%
-56.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.6% |
| 7D | +2.2% | -1.0% | +3.2% | +1.1% |
| 30D | -32.6% | +14.8% | -47.4% | -24.6% |
| 3M | -35.5% | +8.1% | -43.6% | -30.4% |
| 6M | -45.6% | +11.7% | -57.2% | -42.0% |
| All | -45.6% | +11.4% | -56.9% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling