+168.9%
LII vs KIM
+63.9%
+105.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -1.7% | +14.8% | -16.5% | -6.0% |
| 3M | -18.3% | +8.1% | -26.4% | -20.4% |
| 6M | -32.3% | +11.7% | -44.0% | -34.7% |
| YTD | -27.1% | +30.7% | -57.8% | -33.2% |
| 1Y | -27.2% | +29.7% | -56.9% | -33.1% |
| 3Y | -8.9% | +65.1% | -74.0% | -22.4% |
| 5Y | +19.7% | +34.7% | -15.0% | +7.6% |
| 10Y | +168.9% | +64.1% | +104.8% | +101.2% |
| All | +168.9% | +63.9% | +105.0% | +101.2% |
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