+592.0%
LULU vs KIM
+64.0%
+528.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.3% |
| 7D | -20.4% | -1.5% | -19.0% | -19.9% |
| 30D | -22.9% | -1.7% | -21.2% | -22.3% |
| 3M | -18.5% | -7.1% | -11.4% | -15.9% |
| 6M | -41.8% | +2.9% | -44.7% | -42.6% |
| YTD | -53.4% | +18.8% | -72.2% | -56.9% |
| 1Y | -40.9% | +9.4% | -50.3% | -43.4% |
| 3Y | -75.6% | +44.6% | -120.1% | -79.6% |
| 5Y | -77.2% | +37.9% | -115.2% | -80.7% |
| 10Y | +49.5% | +32.9% | +16.6% | +11.2% |
| All | +592.0% | +64.0% | +528.0% | +299.1% |
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 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