+15,566.0%
LLY vs KIM
+3,058.9%
+12,507.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +2.3% | +0.5% | +1.7% | +2.1% |
| 6M | +14.9% | +3.6% | +11.3% | +14.0% |
| YTD | +7.5% | +20.4% | -13.0% | +3.7% |
| 1Y | +55.7% | +9.7% | +46.0% | +52.7% |
| 3Y | +110.6% | +46.0% | +64.6% | +94.3% |
| 5Y | +363.4% | +34.4% | +329.0% | +329.0% |
| 10Y | +1,649.0% | +29.3% | +1,619.7% | +1,434.3% |
| All | +15,566.0% | +3,058.9% | +12,507.1% | +7,774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling