+36.2%
LUMN vs KIM
+10.4%
+25.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.1% |
| 7D | +12.1% | +0.4% | +11.7% | +12.3% |
| 30D | +11.3% | -4.0% | +15.3% | +9.2% |
| 3M | -31.6% | +0.5% | -32.2% | -30.8% |
| 6M | -2.7% | +3.6% | -6.3% | -1.1% |
| YTD | -12.9% | +20.4% | -33.3% | +4.6% |
| 1Y | +36.2% | +9.7% | +26.5% | +46.8% |
| All | +36.2% | +10.4% | +25.8% | +46.8% |
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