+53.8%
LNT vs KIM
+34.6%
+19.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.6% | +14.1% | -4.5% | +4.2% |
| 3M | +5.4% | +6.0% | -0.6% | +3.0% |
| 6M | +3.1% | +13.2% | -10.1% | -1.7% |
| YTD | +16.5% | +30.4% | -13.9% | +5.4% |
| 1Y | +12.3% | +31.0% | -18.7% | +1.4% |
| 3Y | +70.3% | +67.6% | +2.7% | +38.7% |
| All | +53.8% | +34.6% | +19.2% | +33.9% |
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