+3,549.0%
LRCX vs KIM
+32.5%
+3,516.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.1% | -1.7% | -1.3% | -2.4% |
| 30D | -8.6% | -3.0% | -5.6% | -7.5% |
| 3M | -17.7% | -8.9% | -8.8% | -15.3% |
| 6M | +36.4% | +2.4% | +34.0% | +34.3% |
| YTD | +74.5% | +18.3% | +56.2% | +62.2% |
| 1Y | +159.4% | +8.2% | +151.3% | +149.1% |
| 3Y | +361.6% | +44.0% | +317.6% | +291.1% |
| 5Y | +425.2% | +37.3% | +387.9% | +356.6% |
| All | +3,549.0% | +32.5% | +3,516.5% | +2,492.2% |
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 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