+141.5%
LTH vs KIM
+31.1%
+110.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +4.5% | +4.1% | +0.4% | +1.3% |
| 30D | +16.3% | +16.8% | -0.5% | +3.2% |
| 3M | +8.4% | +5.7% | +2.7% | +3.7% |
| 6M | +40.3% | +9.7% | +30.6% | +30.1% |
| YTD | +77.3% | +30.2% | +47.0% | +43.0% |
| 1Y | +88.0% | +32.1% | +55.8% | +49.9% |
| 3Y | +274.3% | +58.6% | +215.7% | +150.0% |
| All | +141.5% | +31.1% | +110.4% | +83.6% |
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