+98.7%
LEN vs KIM
+33.1%
+65.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -2.9% |
| 7D | -7.8% | -1.5% | -6.3% | -7.1% |
| 30D | -11.0% | -1.7% | -9.3% | -10.3% |
| 3M | -12.8% | -7.1% | -5.6% | -9.5% |
| 6M | -20.2% | +2.9% | -23.1% | -21.4% |
| YTD | -23.0% | +18.8% | -41.9% | -29.5% |
| 1Y | -41.8% | +9.4% | -51.2% | -44.5% |
| 3Y | -28.8% | +44.6% | -73.4% | -40.8% |
| 5Y | -12.6% | +37.9% | -50.5% | -25.7% |
| All | +98.7% | +33.1% | +65.6% | +43.1% |
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