+2,043.2%
LLY vs KIM
+64.5%
+1,978.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.5% | +4.1% | -8.6% | -5.0% |
| 30D | +13.9% | +16.8% | -2.9% | +11.5% |
| 3M | +13.8% | +5.7% | +8.1% | +12.9% |
| 6M | +37.6% | +9.7% | +27.9% | +35.9% |
| YTD | +26.6% | +30.2% | -3.6% | +22.2% |
| 1Y | +45.3% | +32.1% | +13.2% | +40.0% |
| 3Y | +132.2% | +58.6% | +73.6% | +117.9% |
| 5Y | +434.7% | +31.2% | +403.5% | +409.4% |
| All | +2,043.2% | +64.5% | +1,978.7% | +1,783.3% |
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