+4.1%
FLR vs KIM
+63.0%
-58.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.8% |
| 7D | +10.1% | -0.7% | +10.8% | +10.5% |
| 30D | -0.5% | +13.4% | -13.9% | -7.7% |
| 3M | -4.8% | +6.5% | -11.4% | -8.6% |
| 6M | +10.7% | +10.6% | +0.1% | +3.5% |
| YTD | +25.0% | +29.9% | -5.0% | +6.1% |
| 1Y | +8.3% | +29.6% | -21.3% | -8.0% |
| 3Y | +36.8% | +64.1% | -27.2% | -0.1% |
| 5Y | +121.8% | +35.3% | +86.5% | +76.5% |
| All | +4.1% | +63.0% | -58.9% | -43.0% |
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