+258.4%
LH vs KIM
+64.0%
+194.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | +18.0% | +14.8% | +3.2% | +13.3% |
| 3M | +15.7% | +8.1% | +7.5% | +13.0% |
| 6M | +46.6% | +11.7% | +35.0% | +41.8% |
| YTD | +49.5% | +30.7% | +18.7% | +37.9% |
| 1Y | +40.2% | +29.7% | +10.4% | +29.6% |
| 3Y | +87.6% | +65.1% | +22.5% | +60.9% |
| 5Y | +59.3% | +34.7% | +24.6% | +42.6% |
| All | +258.4% | +64.0% | +194.3% | +166.2% |
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