+95,866.6%
LRCX vs KIM
+3,319.9%
+92,546.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.4% |
| 3M | -32.9% | +6.0% | -38.9% | -34.7% |
| 6M | -23.4% | +13.2% | -36.6% | -27.7% |
| YTD | +32.4% | +30.4% | +2.0% | +18.3% |
| 1Y | +48.0% | +31.0% | +17.0% | +31.9% |
| 3Y | +243.9% | +67.6% | +176.3% | +175.8% |
| 5Y | +280.6% | +35.8% | +244.8% | +230.9% |
| 10Y | +2,547.5% | +63.7% | +2,483.9% | +1,831.9% |
| All | +95,866.6% | +3,319.9% | +92,546.6% | +23,715.5% |
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