-10.9%
LEN vs KIM
+37.7%
-48.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.3% |
| 7D | -2.9% | -0.3% | -2.6% | -2.7% |
| 30D | -8.9% | -1.7% | -7.1% | -7.8% |
| 3M | -10.9% | -0.8% | -10.1% | -10.6% |
| 6M | -19.7% | +4.4% | -24.1% | -22.1% |
| YTD | -20.6% | +21.2% | -41.8% | -30.7% |
| 1Y | -42.4% | +10.5% | -53.0% | -46.5% |
| 3Y | -26.5% | +47.5% | -74.0% | -44.2% |
| 5Y | -10.9% | +37.1% | -48.0% | -26.9% |
| All | -10.9% | +37.7% | -48.7% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling