+11,233.9%
LMT vs KIM
+3,307.9%
+7,926.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | +19.9% | +13.4% | +6.4% | +17.1% |
| 3M | +0.2% | +6.5% | -6.4% | -1.0% |
| 6M | +17.4% | +10.6% | +6.8% | +15.1% |
| YTD | +27.2% | +29.9% | -2.8% | +20.9% |
| 1Y | +35.6% | +29.6% | +6.0% | +29.0% |
| 3Y | +47.1% | +64.1% | -17.0% | +32.9% |
| 5Y | +103.7% | +35.3% | +68.4% | +88.2% |
| 10Y | +203.5% | +63.1% | +140.4% | +155.4% |
| All | +11,233.9% | +3,307.9% | +7,926.1% | +5,801.7% |
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 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