-71.6%
FLNC vs KIM
+28.6%
-100.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -4.1% | -1.7% | -2.3% | -2.5% |
| 30D | -24.8% | -3.0% | -21.8% | -22.8% |
| 3M | -59.1% | -8.9% | -50.2% | -56.3% |
| 6M | -42.0% | +2.4% | -44.3% | -45.1% |
| YTD | -49.8% | +18.3% | -68.1% | -59.5% |
| 1Y | +43.1% | +8.2% | +34.9% | +25.4% |
| 3Y | -61.0% | +44.0% | -105.0% | -75.2% |
| All | -71.6% | +28.6% | -100.3% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling