+1,486.2%
LSCC vs KIM
+64.0%
+1,422.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.6% | +10.4% |
| 7D | +14.5% | -1.0% | +15.5% | +14.9% |
| 30D | -0.1% | +14.8% | -14.8% | -5.4% |
| 3M | -2.7% | +8.1% | -10.8% | -5.8% |
| 6M | -4.8% | +11.7% | -16.5% | -9.7% |
| YTD | +66.9% | +30.7% | +36.1% | +48.7% |
| 1Y | +85.8% | +29.7% | +56.1% | +66.1% |
| 3Y | +115.6% | +65.1% | +50.5% | +76.0% |
| 5Y | +48.8% | +34.7% | +14.2% | +31.1% |
| All | +1,486.2% | +64.0% | +1,422.1% | +1,030.1% |
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