+463.9%
LLY vs KIM
+38.5%
+425.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | +0.1% | +2.8% | -2.8% | -0.5% |
| 30D | +19.7% | +16.3% | +3.4% | +16.0% |
| 3M | +19.3% | +6.6% | +12.6% | +17.5% |
| 6M | +49.3% | +12.3% | +37.0% | +45.7% |
| YTD | +32.0% | +31.6% | +0.5% | +24.7% |
| 1Y | +53.7% | +31.5% | +22.2% | +45.2% |
| 3Y | +143.7% | +68.0% | +75.8% | +119.6% |
| 5Y | +463.9% | +38.7% | +425.2% | +424.2% |
| All | +463.9% | +38.5% | +425.4% | +424.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling