+21.2%
LSCC vs KIM
+46.3%
-25.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -9.7% | -4.0% | -5.7% | -8.0% |
| 3M | -23.7% | +0.5% | -24.3% | -25.1% |
| 6M | +26.5% | +3.6% | +22.9% | +22.3% |
| YTD | +57.5% | +20.4% | +37.1% | +39.5% |
| 1Y | +75.7% | +9.7% | +66.0% | +64.0% |
| All | +21.2% | +46.3% | -25.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling