+65.2%
HAS vs KIM
+33.1%
+32.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.0% |
| 7D | +2.4% | +10.6% | -8.2% | -0.5% |
| 30D | +31.6% | +17.5% | +14.1% | +25.7% |
| 3M | +33.9% | +4.7% | +29.2% | +31.4% |
| 6M | +31.4% | +13.1% | +18.3% | +26.8% |
| YTD | +51.6% | +32.1% | +19.6% | +40.7% |
| 1Y | +65.2% | +32.7% | +32.5% | +53.0% |
| All | +65.2% | +33.1% | +32.1% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling