-27.8%
LII vs KIM
+31.8%
-59.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.4% |
| 7D | -1.2% | +2.8% | -4.0% | -3.2% |
| 30D | -2.0% | +16.3% | -18.3% | -12.0% |
| 3M | -20.2% | +6.6% | -26.9% | -24.0% |
| 6M | -32.5% | +12.3% | -44.9% | -38.4% |
| YTD | -27.4% | +31.6% | -58.9% | -40.7% |
| All | -27.8% | +31.8% | -59.5% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling