+168.6%
LII vs KIM
+65.6%
+103.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -1.2% | +2.8% | -4.0% | -2.1% |
| 30D | -2.0% | +16.3% | -18.3% | -6.7% |
| 3M | -20.2% | +6.6% | -26.9% | -21.9% |
| 6M | -32.5% | +12.3% | -44.9% | -35.1% |
| YTD | -27.4% | +31.6% | -58.9% | -33.6% |
| 1Y | -28.2% | +31.5% | -59.7% | -34.3% |
| 3Y | -7.2% | +68.0% | -75.2% | -21.4% |
| 5Y | +19.9% | +38.7% | -18.8% | +7.0% |
| 10Y | +168.6% | +65.7% | +102.9% | +99.6% |
| All | +168.6% | +65.6% | +103.1% | +99.6% |
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