+109.6%
LSCC vs KIM
+62.3%
+47.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.0% |
| 7D | +19.3% | +2.8% | +16.5% | +17.9% |
| 30D | -9.6% | +16.3% | -26.0% | -16.1% |
| 3M | -12.4% | +6.6% | -19.1% | -15.0% |
| 6M | -10.5% | +12.3% | -22.8% | -17.1% |
| YTD | +54.8% | +31.6% | +23.2% | +29.2% |
| 1Y | +79.4% | +31.5% | +47.9% | +49.6% |
| 3Y | +109.6% | +68.0% | +41.6% | +42.5% |
| All | +109.6% | +62.3% | +47.3% | +42.5% |
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