-25.6%
FLUT vs KIM
+64.9%
-90.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.5% | +2.8% | -4.2% | -1.8% |
| 30D | +3.4% | +15.9% | -12.5% | +1.5% |
| 3M | -12.5% | +7.8% | -20.2% | -13.3% |
| 6M | -18.5% | +11.9% | -30.3% | -19.6% |
| YTD | -61.6% | +31.0% | -92.7% | -63.0% |
| 1Y | -64.1% | +32.3% | -96.4% | -65.4% |
| 3Y | -44.5% | +65.5% | -109.9% | -47.7% |
| 5Y | -51.3% | +37.2% | -88.5% | -53.5% |
| 10Y | -25.6% | +63.9% | -89.5% | -32.7% |
| All | -25.6% | +64.9% | -90.5% | -32.7% |
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