+6,744.5%
LEN vs KIM
+3,319.9%
+3,424.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | +13.7% | +14.1% | -0.4% | +5.0% |
| 3M | -3.9% | +6.0% | -9.9% | -7.0% |
| 6M | -0.4% | +13.2% | -13.6% | -7.6% |
| YTD | -16.8% | +30.4% | -47.2% | -29.6% |
| 1Y | -29.5% | +31.0% | -60.5% | -40.4% |
| 3Y | -25.6% | +67.6% | -93.2% | -46.4% |
| 5Y | -13.2% | +35.8% | -49.0% | -29.6% |
| 10Y | +138.5% | +63.7% | +74.8% | +41.9% |
| All | +6,744.5% | +3,319.9% | +3,424.6% | +1,230.9% |
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 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