+4,701.5%
LSCC vs KIM
+3,330.6%
+1,370.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.2% |
| 7D | -4.8% | +5.0% | -9.8% | -6.7% |
| 30D | -27.1% | +15.8% | -42.9% | -31.6% |
| 3M | -23.6% | +4.3% | -27.9% | -25.3% |
| 6M | -19.8% | +11.4% | -31.2% | -24.2% |
| YTD | +33.2% | +30.8% | +2.4% | +17.6% |
| 1Y | +55.2% | +31.4% | +23.8% | +36.6% |
| 3Y | +70.1% | +57.7% | +12.4% | +38.7% |
| 5Y | +19.5% | +31.7% | -12.2% | +5.2% |
| 10Y | +1,164.9% | +67.4% | +1,097.5% | +787.6% |
| All | +4,701.5% | +3,330.6% | +1,370.8% | +1,353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling