+6,967.2%
LEN vs KIM
+3,329.3%
+3,637.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | -6.4% | -1.0% | -5.4% | -5.7% |
| 30D | +15.6% | +14.8% | +0.9% | +6.4% |
| 3M | -0.8% | +8.1% | -8.9% | -5.2% |
| 6M | +0.4% | +11.7% | -11.3% | -6.2% |
| YTD | -14.1% | +30.7% | -44.9% | -27.4% |
| 1Y | -29.6% | +29.7% | -59.4% | -40.2% |
| 3Y | -23.1% | +65.1% | -88.2% | -44.1% |
| 5Y | -8.9% | +34.7% | -43.5% | -25.7% |
| 10Y | +146.2% | +64.1% | +82.1% | +46.2% |
| All | +6,967.2% | +3,329.3% | +3,637.9% | +1,271.7% |
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 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