+1,610.3%
LLY vs KIM
+27.5%
+1,582.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.1% | +0.4% | -2.6% | -2.2% |
| 30D | -1.6% | -4.0% | +2.4% | -1.1% |
| 3M | +2.3% | +0.5% | +1.7% | +2.2% |
| 6M | +14.9% | +3.6% | +11.3% | +14.3% |
| YTD | +7.5% | +20.4% | -13.0% | +4.8% |
| 1Y | +55.7% | +9.7% | +46.0% | +53.6% |
| 3Y | +110.6% | +46.0% | +64.6% | +99.6% |
| 5Y | +363.4% | +34.4% | +329.0% | +340.8% |
| All | +1,610.3% | +27.5% | +1,582.7% | +1,518.3% |
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