+159.4%
LRCX vs KIM
+9.2%
+150.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | 0.0% |
| 7D | -3.1% | -1.7% | -1.3% | -3.4% |
| 30D | -8.6% | -3.0% | -5.6% | -9.1% |
| 3M | -17.7% | -8.9% | -8.8% | -18.9% |
| 6M | +36.4% | +2.4% | +34.0% | +32.4% |
| YTD | +74.5% | +18.3% | +56.2% | +75.7% |
| 1Y | +159.4% | +8.2% | +151.3% | +162.3% |
| All | +159.4% | +9.2% | +150.2% | +162.3% |
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