+39.7%
LVS vs KIM
+146.1%
-106.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +10.0% | +14.1% | -4.1% | +2.4% |
| 3M | -11.0% | +6.0% | -17.0% | -13.8% |
| 6M | -20.1% | +13.2% | -33.4% | -25.7% |
| YTD | -36.3% | +30.4% | -66.7% | -45.4% |
| 1Y | -36.8% | +31.0% | -67.9% | -46.0% |
| 3Y | -9.5% | +67.6% | -77.2% | -33.9% |
| 5Y | +9.3% | +35.8% | -26.5% | -11.8% |
| 10Y | -11.0% | +63.7% | -74.6% | -44.2% |
| All | +39.7% | +146.1% | -106.4% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling