-39.9%
LUMN vs KIM
+35.9%
-75.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +2.5% | -1.7% | +4.2% | +4.0% |
| 30D | +10.3% | -3.0% | +13.3% | +13.2% |
| 3M | -18.3% | -8.9% | -9.4% | -12.0% |
| 6M | +4.4% | +2.4% | +2.0% | +0.3% |
| YTD | -10.7% | +18.3% | -29.0% | -26.0% |
| 1Y | +14.0% | +8.2% | +5.8% | +1.7% |
| 3Y | +406.6% | +44.0% | +362.5% | +257.5% |
| All | -39.9% | +35.9% | -75.8% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling