+1,664.3%
FLUT vs KIM
+432.1%
+1,232.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.3% |
| 7D | -6.5% | +2.8% | -9.3% | -6.6% |
| 30D | +2.8% | +16.3% | -13.6% | +2.0% |
| 3M | -13.5% | +6.6% | -20.1% | -13.8% |
| 6M | -19.0% | +12.3% | -31.3% | -19.5% |
| YTD | -61.9% | +31.6% | -93.4% | -62.4% |
| 1Y | -63.2% | +31.5% | -94.7% | -63.8% |
| 3Y | -46.0% | +68.0% | -114.0% | -47.4% |
| 5Y | -51.8% | +38.7% | -90.5% | -52.7% |
| 10Y | -26.1% | +65.7% | -91.8% | -28.4% |
| All | +1,664.3% | +432.1% | +1,232.2% | +1,665.9% |
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