+24.4%
LNG vs KIM
+10.4%
+14.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | +14.9% | -4.0% | +18.8% | +15.2% |
| 3M | +21.4% | +0.5% | +20.8% | +21.4% |
| 6M | +17.8% | +3.6% | +14.2% | +17.4% |
| YTD | +51.3% | +20.4% | +30.9% | +47.5% |
| 1Y | +24.4% | +9.7% | +14.7% | +24.6% |
| All | +24.4% | +10.4% | +14.0% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling