+1,435.5%
LSCC vs KIM
+63.0%
+1,372.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +21.2% | -0.7% | +21.9% | +21.6% |
| 30D | -1.9% | +13.4% | -15.3% | -6.7% |
| 3M | -8.1% | +6.5% | -14.6% | -10.5% |
| 6M | -5.2% | +10.6% | -15.8% | -9.7% |
| YTD | +61.5% | +29.9% | +31.6% | +44.3% |
| 1Y | +81.3% | +29.6% | +51.7% | +62.1% |
| 3Y | +108.7% | +64.1% | +44.6% | +70.8% |
| 5Y | +44.1% | +35.3% | +8.8% | +26.9% |
| All | +1,435.5% | +63.0% | +1,372.5% | +996.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling