+1,255.2%
LNG vs KIM
+1,590.5%
-335.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +11.3% | +0.1% | +11.2% | +11.3% |
| 30D | +10.6% | +14.1% | -3.5% | +4.4% |
| 3M | +16.1% | +6.0% | +10.1% | +13.0% |
| 6M | +29.6% | +13.2% | +16.3% | +22.2% |
| YTD | +60.3% | +30.4% | +29.9% | +41.9% |
| 1Y | +46.1% | +31.0% | +15.1% | +28.9% |
| 3Y | +85.9% | +67.6% | +18.3% | +44.4% |
| 5Y | +210.8% | +35.8% | +175.1% | +157.7% |
| 10Y | +808.8% | +63.7% | +745.1% | +506.2% |
| All | +1,255.2% | +1,590.5% | -335.3% | +58.6% |
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 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