-61.9%
FLNC vs KIM
+43.4%
-105.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -3.5% |
| 7D | -5.0% | -1.5% | -3.5% | -4.0% |
| 30D | -26.1% | -1.7% | -24.4% | -25.2% |
| 3M | -55.2% | -7.1% | -48.0% | -53.4% |
| 6M | -42.6% | +2.9% | -45.5% | -45.5% |
| YTD | -51.0% | +18.8% | -69.9% | -59.6% |
| 1Y | +43.3% | +9.4% | +33.9% | +26.9% |
| All | -61.9% | +43.4% | -105.3% | -75.2% |
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