+10,511.9%
LHX vs KIM
+3,080.3%
+7,431.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -10.4% | -1.7% | -8.7% | -10.0% |
| 3M | -14.9% | -0.8% | -14.1% | -14.8% |
| 6M | -29.6% | +4.4% | -34.0% | -30.5% |
| YTD | -11.8% | +21.2% | -33.1% | -16.4% |
| 1Y | -5.1% | +10.5% | -15.6% | -7.9% |
| 3Y | +61.3% | +47.5% | +13.8% | +43.3% |
| 5Y | +22.4% | +37.1% | -14.7% | +9.1% |
| 10Y | +232.2% | +29.5% | +202.7% | +177.5% |
| All | +10,511.9% | +3,080.3% | +7,431.6% | +3,940.4% |
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