+81.3%
LSCC vs KIM
+29.4%
+51.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.4% |
| 7D | +21.2% | -0.7% | +21.9% | +21.0% |
| 30D | -1.9% | +13.4% | -15.3% | +2.4% |
| 3M | -8.1% | +6.5% | -14.6% | -4.9% |
| 6M | -5.2% | +10.6% | -15.8% | -5.4% |
| YTD | +61.5% | +29.9% | +31.6% | +61.3% |
| 1Y | +81.3% | +29.6% | +51.7% | +82.6% |
| All | +81.3% | +29.4% | +51.9% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling