+6,468.5%
LEN vs KIM
+3,054.9%
+3,413.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -3.4% | -1.0% | -2.4% | -2.8% |
| 30D | -5.7% | -1.1% | -4.6% | -5.1% |
| 3M | -12.2% | -5.3% | -6.9% | -9.3% |
| 6M | -18.3% | +3.9% | -22.2% | -20.3% |
| YTD | -20.2% | +20.3% | -40.5% | -29.2% |
| 1Y | -40.1% | +10.4% | -50.5% | -43.9% |
| 3Y | -26.2% | +46.3% | -72.5% | -42.5% |
| 5Y | -9.8% | +37.6% | -47.4% | -28.0% |
| 10Y | +109.1% | +34.5% | +74.7% | +40.6% |
| All | +6,468.5% | +3,054.9% | +3,413.6% | +1,238.3% |
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 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