+57.3%
LLY vs KIM
+33.1%
+24.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.8% |
| 7D | +10.1% | +10.6% | -0.5% | +5.7% |
| 30D | +24.0% | +17.5% | +6.6% | +16.8% |
| 3M | +27.3% | +4.7% | +22.6% | +24.3% |
| 6M | +47.0% | +13.1% | +33.8% | +40.7% |
| YTD | +32.6% | +32.1% | +0.5% | +20.7% |
| 1Y | +57.3% | +32.7% | +24.7% | +43.2% |
| All | +57.3% | +33.1% | +24.2% | +43.2% |
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