+144.1%
LNT vs KIM
+33.1%
+111.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -1.1% | -1.5% | +0.4% | -0.7% |
| 30D | -1.9% | -1.7% | -0.3% | -1.5% |
| 3M | -7.2% | -7.1% | 0.0% | -5.4% |
| 6M | -3.9% | +2.9% | -6.8% | -4.6% |
| YTD | +5.9% | +18.8% | -13.0% | +1.2% |
| 1Y | +8.4% | +9.4% | -1.1% | +5.8% |
| 3Y | +46.6% | +44.6% | +2.0% | +32.5% |
| 5Y | +32.4% | +37.9% | -5.5% | +19.9% |
| All | +144.1% | +33.1% | +111.1% | +126.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling