+211.6%
LNG vs KIM
+33.6%
+178.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.8% |
| 7D | +10.9% | -0.7% | +11.6% | +11.2% |
| 30D | +8.1% | +13.4% | -5.3% | +4.0% |
| 3M | +15.7% | +6.5% | +9.1% | +13.4% |
| 6M | +27.2% | +10.6% | +16.6% | +23.0% |
| YTD | +60.7% | +29.9% | +30.8% | +47.4% |
| 1Y | +46.3% | +29.6% | +16.7% | +34.2% |
| 3Y | +85.6% | +64.1% | +21.6% | +54.7% |
| 5Y | +211.6% | +35.3% | +176.3% | +169.8% |
| All | +211.6% | +33.6% | +178.0% | +169.8% |
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