+277.1%
LRCX vs KIM
+34.6%
+242.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.7% | -3.5% |
| 7D | +12.7% | +0.1% | +12.6% | +12.7% |
| 30D | -21.3% | +14.1% | -35.4% | -26.7% |
| 3M | -32.9% | +6.0% | -38.9% | -35.1% |
| 6M | -23.4% | +13.2% | -36.6% | -29.4% |
| YTD | +32.4% | +30.4% | +2.0% | +12.2% |
| 1Y | +48.0% | +31.0% | +17.0% | +24.8% |
| 3Y | +243.9% | +67.6% | +176.3% | +136.4% |
| All | +277.1% | +34.6% | +242.5% | +210.0% |
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