+1,468.2%
LYV vs KIM
+92.3%
+1,375.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.0% |
| 30D | -8.2% | -3.0% | -5.2% | -6.7% |
| 3M | -1.3% | -8.9% | +7.6% | +3.6% |
| 6M | +2.6% | +2.4% | +0.2% | +0.9% |
| YTD | +19.4% | +18.3% | +1.1% | +8.4% |
| 1Y | -2.2% | +8.2% | -10.4% | -7.0% |
| 3Y | +106.0% | +44.0% | +62.0% | +64.2% |
| 5Y | +97.7% | +37.3% | +60.3% | +60.4% |
| 10Y | +560.5% | +32.3% | +528.2% | +395.1% |
| All | +1,468.2% | +92.3% | +1,375.9% | +834.7% |
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