+68.0%
LSCC vs KIM
+31.1%
+36.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.6% | +7.0% |
| 7D | +13.0% | +4.1% | +8.9% | +14.5% |
| 30D | -19.8% | +16.8% | -36.6% | -15.6% |
| 3M | -18.4% | +5.7% | -24.1% | -15.7% |
| 6M | -16.1% | +9.7% | -25.8% | -15.6% |
| YTD | +42.7% | +30.2% | +12.5% | +45.8% |
| 1Y | +68.0% | +32.1% | +35.9% | +70.2% |
| All | +68.0% | +31.1% | +36.9% | +70.2% |
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