+135,864.0%
LRCX vs KIM
+3,080.3%
+132,783.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | +2.9% | -1.7% | +4.6% | +3.5% |
| 3M | -1.2% | -0.8% | -0.4% | -1.5% |
| 6M | +60.9% | +4.4% | +56.5% | +57.4% |
| YTD | +87.5% | +21.2% | +66.3% | +73.0% |
| 1Y | +206.6% | +10.5% | +196.1% | +192.2% |
| 3Y | +392.1% | +47.5% | +344.6% | +315.0% |
| 5Y | +478.4% | +37.1% | +441.3% | +402.4% |
| 10Y | +3,821.0% | +29.5% | +3,791.5% | +3,031.3% |
| All | +135,864.0% | +3,080.3% | +132,783.7% | +34,720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling