+9,959.3%
LMT vs KIM
+3,080.3%
+6,878.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -8.2% | -1.7% | -6.5% | -8.0% |
| 3M | +3.7% | -0.8% | +4.5% | +3.8% |
| 6M | -19.2% | +4.4% | -23.6% | -19.9% |
| YTD | +12.9% | +21.2% | -8.4% | +8.7% |
| 1Y | +19.8% | +10.5% | +9.3% | +17.3% |
| 3Y | +37.3% | +47.5% | -10.2% | +26.4% |
| 5Y | +74.4% | +37.1% | +37.3% | +60.5% |
| 10Y | +188.9% | +29.5% | +159.4% | +153.3% |
| All | +9,959.3% | +3,080.3% | +6,878.9% | +5,206.0% |
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