-9.2%
FLUT vs KIM
+29.1%
-38.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +6.3% | -1.7% | +8.0% | +6.5% |
| 3M | -4.0% | -0.8% | -3.2% | -3.9% |
| 6M | -10.3% | +4.4% | -14.7% | -10.8% |
| YTD | -53.2% | +21.2% | -74.4% | -54.3% |
| 1Y | -65.0% | +10.5% | -75.6% | -65.5% |
| 3Y | -43.9% | +47.5% | -91.4% | -46.5% |
| 5Y | -49.2% | +37.1% | -86.3% | -51.2% |
| 10Y | -9.2% | +29.5% | -38.7% | -16.7% |
| All | -9.2% | +29.1% | -38.3% | -16.7% |
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