+1,258.4%
LNG vs KIM
+1,584.6%
-326.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.9% |
| 7D | +10.9% | -0.7% | +11.6% | +11.3% |
| 30D | +8.1% | +13.4% | -5.3% | +2.3% |
| 3M | +15.7% | +6.5% | +9.1% | +12.4% |
| 6M | +27.2% | +10.6% | +16.6% | +21.3% |
| YTD | +60.7% | +29.9% | +30.8% | +42.5% |
| 1Y | +46.3% | +29.6% | +16.7% | +29.7% |
| 3Y | +85.6% | +64.1% | +21.6% | +45.5% |
| 5Y | +211.6% | +35.3% | +176.3% | +158.7% |
| 10Y | +810.9% | +63.1% | +747.9% | +508.6% |
| All | +1,258.4% | +1,584.6% | -326.1% | +59.2% |
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 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