+417.5%
LIN vs KIM
+64.5%
+353.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.2% | +4.1% | -3.9% | -0.9% |
| 30D | +6.5% | +16.8% | -10.3% | +2.0% |
| 3M | +5.5% | +5.7% | -0.2% | +3.8% |
| 6M | +3.3% | +9.7% | -6.4% | +0.6% |
| YTD | +22.0% | +30.2% | -8.2% | +13.2% |
| 1Y | +25.7% | +32.1% | -6.4% | +16.1% |
| 3Y | +36.2% | +58.6% | -22.4% | +18.4% |
| 5Y | +66.1% | +31.2% | +34.9% | +50.2% |
| All | +417.5% | +64.5% | +353.0% | +280.3% |
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