+35.1%
LMT vs KIM
+45.1%
-10.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.3% | -1.0% | -0.4% | -1.2% |
| 30D | -12.5% | -1.1% | -11.4% | -12.4% |
| 3M | -0.5% | -5.3% | +4.9% | +0.2% |
| 6M | -20.0% | +3.9% | -23.9% | -20.6% |
| YTD | +10.4% | +20.3% | -9.9% | +7.1% |
| 1Y | +17.7% | +10.4% | +7.3% | +15.7% |
| All | +35.1% | +45.1% | -10.1% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling