+146.4%
LNT vs KIM
+34.7%
+111.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +0.2% | -1.0% | +1.1% | +0.4% |
| 30D | -0.5% | -1.1% | +0.6% | -0.2% |
| 3M | -5.5% | -5.3% | -0.2% | -4.2% |
| 6M | -3.8% | +3.9% | -7.7% | -4.8% |
| YTD | +6.8% | +20.3% | -13.4% | +1.8% |
| 1Y | +9.3% | +10.4% | -1.1% | +6.4% |
| 3Y | +47.9% | +46.3% | +1.6% | +33.3% |
| 5Y | +31.6% | +37.6% | -6.0% | +19.1% |
| All | +146.4% | +34.7% | +111.7% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling