+165.4%
LII vs KIM
+64.5%
+100.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -0.6% | +4.1% | -4.7% | -1.9% |
| 30D | -4.6% | +16.8% | -21.4% | -9.4% |
| 3M | -21.2% | +5.7% | -26.9% | -22.6% |
| 6M | -36.4% | +9.7% | -46.1% | -38.3% |
| YTD | -28.9% | +30.2% | -59.2% | -34.8% |
| 1Y | -29.5% | +32.1% | -61.6% | -35.7% |
| 3Y | -8.6% | +58.6% | -67.2% | -21.2% |
| 5Y | +20.2% | +31.2% | -10.9% | +8.8% |
| All | +165.4% | +64.5% | +100.9% | +99.4% |
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 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