+2,054.3%
FLUT vs KIM
+387.1%
+1,667.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | +7.7% | -4.0% | +11.7% | +8.0% |
| 3M | -0.7% | +0.5% | -1.3% | -0.7% |
| 6M | -11.2% | +3.6% | -14.8% | -11.3% |
| YTD | -53.4% | +20.4% | -73.9% | -53.9% |
| 1Y | -65.8% | +9.7% | -75.5% | -65.9% |
| 3Y | -44.9% | +46.0% | -90.9% | -46.0% |
| 5Y | -49.7% | +34.4% | -84.1% | -50.5% |
| 10Y | -9.7% | +29.3% | -39.0% | -11.9% |
| All | +2,054.3% | +387.1% | +1,667.1% | +2,066.3% |
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