-63.2%
FLUT vs KIM
+33.1%
-96.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -3.3% |
| 7D | +4.2% | +10.6% | -6.4% | +1.3% |
| 30D | +8.0% | +17.5% | -9.5% | +3.5% |
| 3M | -22.1% | +4.7% | -26.8% | -23.8% |
| 6M | -21.7% | +13.1% | -34.8% | -23.6% |
| YTD | -62.0% | +32.1% | -94.0% | -63.3% |
| 1Y | -63.2% | +32.7% | -95.8% | -64.5% |
| All | -63.2% | +33.1% | -96.3% | -64.5% |
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