+139.3%
LTH vs KIM
+36.3%
+102.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.3% |
| 7D | +1.5% | -0.3% | +1.9% | +1.8% |
| 30D | -3.1% | -1.7% | -1.3% | -1.8% |
| 3M | +28.1% | -0.8% | +28.9% | +28.5% |
| 6M | +67.4% | +4.4% | +63.0% | +61.5% |
| YTD | +59.8% | +21.2% | +38.5% | +37.0% |
| 1Y | +45.6% | +10.5% | +35.1% | +34.0% |
| 3Y | +162.0% | +47.5% | +114.5% | +88.3% |
| All | +139.3% | +36.3% | +102.9% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling