+132.4%
LEN vs KIM
+63.6%
+68.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | +13.7% | +14.1% | -0.4% | +6.6% |
| 3M | -3.9% | +6.0% | -9.9% | -6.4% |
| 6M | -0.4% | +13.2% | -13.6% | -6.2% |
| YTD | -16.8% | +30.4% | -47.2% | -27.2% |
| 1Y | -29.5% | +31.0% | -60.5% | -38.4% |
| 3Y | -25.6% | +67.6% | -93.2% | -42.3% |
| 5Y | -13.2% | +35.8% | -49.0% | -25.9% |
| All | +132.4% | +63.6% | +68.8% | +55.7% |
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