+179.2%
LH vs KIM
+32.5%
+146.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -4.7% | -1.7% | -3.0% | -4.2% |
| 30D | -3.5% | -3.0% | -0.5% | -2.6% |
| 3M | +17.7% | -8.9% | +26.6% | +20.8% |
| 6M | +15.8% | +2.4% | +13.4% | +14.8% |
| YTD | +25.1% | +18.3% | +6.8% | +18.8% |
| 1Y | +12.5% | +8.2% | +4.3% | +9.7% |
| 3Y | +59.8% | +44.0% | +15.7% | +42.2% |
| 5Y | +27.1% | +37.3% | -10.3% | +13.1% |
| All | +179.2% | +32.5% | +146.7% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling