+361.5%
LLY vs KIM
+37.7%
+323.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -5.1% | -1.7% | -3.4% | -4.8% |
| 3M | -2.1% | -0.8% | -1.2% | -1.9% |
| 6M | +13.8% | +4.4% | +9.4% | +12.8% |
| YTD | +5.1% | +21.2% | -16.2% | +1.2% |
| 1Y | +53.1% | +10.5% | +42.6% | +49.9% |
| 3Y | +95.6% | +47.5% | +48.1% | +81.6% |
| 5Y | +361.5% | +37.1% | +324.4% | +336.9% |
| All | +361.5% | +37.7% | +323.8% | +336.9% |
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