-9.5%
LVS vs KIM
+65.6%
-75.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +10.0% | +14.1% | -4.1% | +5.1% |
| 3M | -11.0% | +6.0% | -17.0% | -12.8% |
| 6M | -20.1% | +13.2% | -33.4% | -23.8% |
| YTD | -36.3% | +30.4% | -66.7% | -42.7% |
| 1Y | -36.8% | +31.0% | -67.9% | -43.3% |
| 3Y | -9.5% | +67.6% | -77.2% | -27.6% |
| All | -9.5% | +65.6% | -75.1% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling