+69.8%
LSCC vs KIM
+31.8%
+38.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.7% |
| 7D | +19.3% | +2.8% | +16.5% | +20.4% |
| 30D | -9.6% | +16.3% | -26.0% | -5.1% |
| 3M | -12.4% | +6.6% | -19.1% | -9.3% |
| 6M | -10.5% | +12.3% | -22.8% | -10.2% |
| YTD | +54.8% | +31.6% | +23.2% | +56.4% |
| All | +69.8% | +31.8% | +38.1% | +70.1% |
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 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