+15.4%
FLR vs KIM
+33.1%
-17.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | -6.9% | -1.5% | -5.4% | -6.1% |
| 30D | +1.1% | -1.7% | +2.8% | +2.1% |
| 3M | +14.3% | -7.1% | +21.5% | +18.8% |
| 6M | +19.1% | +2.9% | +16.2% | +16.7% |
| YTD | +35.1% | +18.8% | +16.3% | +21.3% |
| 1Y | +29.5% | +9.4% | +20.0% | +21.6% |
| 3Y | +53.0% | +44.6% | +8.4% | +20.7% |
| 5Y | +238.9% | +37.9% | +201.0% | +167.7% |
| All | +15.4% | +33.1% | -17.7% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling