-57.6%
LUMN vs KIM
+33.1%
-90.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -4.7% |
| 7D | -6.9% | +10.6% | -17.5% | -3.9% |
| 30D | -20.5% | +17.5% | -37.9% | -16.3% |
| 3M | -33.4% | +4.7% | -38.1% | -32.8% |
| 6M | -52.1% | +13.1% | -65.2% | -50.0% |
| YTD | -42.5% | +32.1% | -74.5% | -29.7% |
| 1Y | -57.6% | +32.7% | -90.2% | -47.8% |
| All | -57.6% | +33.1% | -90.7% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling