+53.1%
LLY vs KIM
+10.5%
+42.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -5.1% | -1.7% | -3.4% | -4.7% |
| 3M | -2.1% | -0.8% | -1.2% | -1.4% |
| 6M | +13.8% | +4.4% | +9.4% | +13.6% |
| YTD | +5.1% | +21.2% | -16.2% | +3.2% |
| 1Y | +53.1% | +10.5% | +42.6% | +50.5% |
| All | +53.1% | +10.5% | +42.6% | +50.5% |
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