+222.0%
LHX vs KIM
+32.5%
+189.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.3% | -1.7% | -2.5% | -3.8% |
| 30D | -15.1% | -3.0% | -12.2% | -14.5% |
| 3M | -21.0% | -8.9% | -12.1% | -19.3% |
| 6M | -32.0% | +2.4% | -34.4% | -32.5% |
| YTD | -15.3% | +18.3% | -33.7% | -18.9% |
| 1Y | -11.1% | +8.2% | -19.2% | -13.0% |
| 3Y | +54.0% | +44.0% | +10.0% | +39.4% |
| 5Y | +17.1% | +37.3% | -20.2% | +5.7% |
| All | +222.0% | +32.5% | +189.5% | +171.6% |
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