+460.5%
LRCX vs KIM
+37.3%
+423.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +9.5% | -1.0% | +10.5% | +10.1% |
| 30D | +3.1% | -1.1% | +4.2% | +3.6% |
| 3M | -3.4% | -5.3% | +1.9% | -1.5% |
| 6M | +49.7% | +3.9% | +45.8% | +45.0% |
| YTD | +84.9% | +20.3% | +64.6% | +64.6% |
| 1Y | +200.8% | +10.4% | +190.4% | +180.2% |
| 3Y | +385.1% | +46.3% | +338.7% | +267.3% |
| 5Y | +460.5% | +37.6% | +422.9% | +372.9% |
| All | +460.5% | +37.3% | +423.2% | +372.9% |
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