-56.5%
LUMN vs KIM
+32.5%
-89.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.5% | -1.7% | +4.2% | +3.4% |
| 30D | +10.3% | -3.0% | +13.3% | +12.0% |
| 3M | -18.3% | -8.9% | -9.4% | -14.7% |
| 6M | +4.4% | +2.4% | +2.0% | +2.4% |
| YTD | -10.7% | +18.3% | -29.0% | -19.2% |
| 1Y | +14.0% | +8.2% | +5.8% | +7.3% |
| 3Y | +406.6% | +44.0% | +362.5% | +327.8% |
| 5Y | -36.8% | +37.3% | -74.1% | -45.3% |
| All | -56.5% | +32.5% | -89.0% | -66.4% |
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