+165.9%
LII vs KIM
+63.6%
+102.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +0.9% | +14.1% | -13.2% | -3.4% |
| 3M | -15.5% | +6.0% | -21.5% | -17.1% |
| 6M | -30.2% | +13.2% | -43.4% | -33.0% |
| YTD | -26.8% | +30.4% | -57.2% | -32.9% |
| 1Y | -25.3% | +31.0% | -56.3% | -31.6% |
| 3Y | -7.8% | +67.6% | -75.4% | -21.8% |
| 5Y | +17.0% | +35.8% | -18.8% | +5.0% |
| All | +165.9% | +63.6% | +102.3% | +99.0% |
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