+71.8%
LMT vs KIM
+37.3%
+34.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 6M | -20.0% | +3.9% | -23.9% | -20.6% |
| YTD | +10.4% | +20.3% | -9.9% | +7.0% |
| 1Y | +17.7% | +10.4% | +7.3% | +15.6% |
| 3Y | +34.3% | +46.3% | -12.0% | +25.6% |
| 5Y | +71.8% | +37.6% | +34.2% | +58.2% |
| All | +71.8% | +37.3% | +34.5% | +58.2% |
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