+35.4%
FLR vs KIM
+9.1%
+26.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | +5.4% | -0.8% | +6.2% | +5.6% |
| 30D | +11.4% | -5.1% | +16.5% | +12.4% |
| 3M | +11.4% | -0.6% | +12.0% | +10.4% |
| 6M | +16.6% | +2.4% | +14.2% | +14.2% |
| YTD | +41.7% | +19.0% | +22.7% | +36.4% |
| 1Y | +35.4% | +8.4% | +27.0% | +29.6% |
| All | +35.4% | +9.1% | +26.3% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling