+50.0%
LULU vs KIM
+32.5%
+17.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.1% |
| 30D | -18.1% | -3.0% | -15.2% | -17.3% |
| 3M | -18.8% | -8.9% | -9.9% | -16.3% |
| 6M | -39.2% | +2.4% | -41.6% | -39.7% |
| YTD | -52.4% | +18.3% | -70.7% | -55.0% |
| 1Y | -40.3% | +8.2% | -48.5% | -41.9% |
| 3Y | -75.1% | +44.0% | -119.1% | -78.0% |
| 5Y | -76.7% | +37.3% | -114.1% | -79.1% |
| All | +50.0% | +32.5% | +17.5% | +27.9% |
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