+35.1%
LSCC vs KIM
+34.6%
+0.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -5.7% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -2.3% | +14.1% | -16.4% | -10.8% |
| 3M | -12.5% | +6.0% | -18.5% | -16.2% |
| 6M | -10.6% | +13.2% | -23.8% | -19.5% |
| YTD | +52.7% | +30.4% | +22.3% | +23.4% |
| 1Y | +74.0% | +31.0% | +42.9% | +40.0% |
| 3Y | +104.8% | +67.6% | +37.2% | +33.0% |
| All | +35.1% | +34.6% | +0.6% | +6.1% |
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 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