-2.2%
LVS vs KIM
+34.7%
-36.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -2.7% | -1.0% | -1.8% | -2.3% |
| 30D | -4.7% | -1.1% | -3.6% | -4.2% |
| 3M | -15.6% | -5.3% | -10.2% | -13.7% |
| 6M | -18.6% | +3.9% | -22.6% | -20.3% |
| YTD | -32.3% | +20.3% | -52.5% | -38.0% |
| 1Y | -18.0% | +10.4% | -28.5% | -22.2% |
| 3Y | -5.8% | +46.3% | -52.2% | -22.3% |
| 5Y | +5.7% | +37.6% | -31.8% | -10.8% |
| All | -2.2% | +34.7% | -36.8% | -37.8% |
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 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