-31.8%
LVS vs KIM
+33.1%
-64.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +5.8% |
| 7D | +13.4% | +10.6% | +2.8% | +12.0% |
| 30D | +12.2% | +17.5% | -5.3% | +10.2% |
| 3M | -10.7% | +4.7% | -15.5% | -11.8% |
| 6M | -19.8% | +13.1% | -33.0% | -20.5% |
| YTD | -35.8% | +32.1% | -67.9% | -36.3% |
| 1Y | -31.8% | +32.7% | -64.5% | -32.4% |
| All | -31.8% | +33.1% | -64.9% | -32.4% |
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 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