-68.5%
FLNC vs KIM
+31.8%
-100.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.3% |
| 30D | -16.3% | -1.7% | -14.6% | -15.1% |
| 3M | -54.1% | -0.8% | -53.3% | -54.6% |
| 6M | -25.3% | +4.4% | -29.7% | -30.6% |
| YTD | -44.2% | +21.2% | -65.4% | -56.0% |
| 1Y | +53.1% | +10.5% | +42.6% | +31.8% |
| 3Y | -58.3% | +47.5% | -105.8% | -74.0% |
| All | -68.5% | +31.8% | -100.3% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling