+34.8%
LSCC vs KIM
+37.1%
-2.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +5.0% | +2.8% | +2.3% | +3.3% |
| 30D | -11.7% | +15.9% | -27.6% | -20.2% |
| 3M | -13.3% | +7.8% | -21.1% | -17.9% |
| 6M | -12.5% | +11.9% | -24.4% | -20.6% |
| YTD | +51.2% | +31.0% | +20.2% | +21.8% |
| 1Y | +65.9% | +32.3% | +33.6% | +32.6% |
| 3Y | +95.3% | +65.5% | +29.9% | +28.3% |
| All | +34.8% | +37.1% | -2.2% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling