-41.8%
LEN vs KIM
+9.4%
-51.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -2.8% |
| 7D | -7.8% | -1.5% | -6.3% | -6.9% |
| 30D | -11.0% | -1.7% | -9.3% | -10.0% |
| 3M | -12.8% | -7.1% | -5.6% | -8.5% |
| 6M | -20.2% | +2.9% | -23.1% | -22.1% |
| YTD | -23.0% | +18.8% | -41.9% | -32.0% |
| 1Y | -41.8% | +9.4% | -51.2% | -46.3% |
| All | -41.8% | +9.4% | -51.2% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling