+447.4%
FLR vs KIM
+510.7%
-63.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.2% |
| 7D | +5.4% | +0.4% | +5.0% | +5.2% |
| 30D | +11.4% | -4.0% | +15.4% | +13.7% |
| 3M | +11.4% | +0.5% | +10.9% | +10.6% |
| 6M | +16.6% | +3.6% | +13.0% | +14.2% |
| YTD | +41.7% | +20.4% | +21.3% | +28.5% |
| 1Y | +35.4% | +9.7% | +25.7% | +28.3% |
| 3Y | +57.3% | +46.0% | +11.3% | +28.5% |
| 5Y | +241.0% | +34.4% | +206.5% | +185.3% |
| 10Y | +16.6% | +29.3% | -12.7% | -8.7% |
| All | +447.4% | +510.7% | -63.3% | +60.8% |
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