-3.8%
LVS vs KIM
+33.1%
-36.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -4.3% | -1.5% | -2.8% | -3.7% |
| 30D | -6.8% | -1.7% | -5.1% | -6.1% |
| 3M | -15.6% | -7.1% | -8.5% | -13.0% |
| 6M | -20.6% | +2.9% | -23.5% | -21.9% |
| YTD | -33.4% | +18.8% | -52.3% | -38.7% |
| 1Y | -20.1% | +9.4% | -29.6% | -23.9% |
| 3Y | -7.4% | +44.6% | -52.0% | -23.3% |
| 5Y | +8.5% | +37.9% | -29.4% | -8.6% |
| All | -3.8% | +33.1% | -36.9% | -38.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling