+208.1%
LRCX vs KIM
+9.1%
+198.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.5% | +4.8% |
| 7D | +1.9% | -0.8% | +2.7% | +1.8% |
| 30D | +0.1% | -5.1% | +5.2% | -1.0% |
| 3M | -8.5% | -0.6% | -7.9% | -10.5% |
| 6M | +38.1% | +2.4% | +35.7% | +34.0% |
| YTD | +80.1% | +19.0% | +61.0% | +80.0% |
| 1Y | +208.1% | +8.4% | +199.6% | +220.6% |
| All | +208.1% | +9.1% | +198.9% | +220.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling