+2,204.1%
LNT vs KIM
+3,058.9%
-854.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -3.2% | -4.0% | +0.8% | -2.3% |
| 3M | -4.1% | +0.5% | -4.6% | -4.2% |
| 6M | -4.6% | +3.6% | -8.2% | -5.3% |
| YTD | +7.0% | +20.4% | -13.4% | +2.8% |
| 1Y | +8.3% | +9.7% | -1.4% | +6.1% |
| 3Y | +51.0% | +46.0% | +5.0% | +38.5% |
| 5Y | +30.2% | +34.4% | -4.3% | +20.4% |
| 10Y | +143.6% | +29.3% | +114.3% | +112.6% |
| All | +2,204.1% | +3,058.9% | -854.8% | +1,119.6% |
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