+18.8%
HAS vs KIM
+10.4%
+8.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +2.3% | -4.0% | +6.2% | +3.5% |
| 3M | +10.4% | +0.5% | +9.8% | +10.1% |
| 6M | -3.2% | +3.6% | -6.8% | -4.3% |
| YTD | +15.4% | +20.4% | -5.0% | +7.1% |
| 1Y | +18.8% | +9.7% | +9.1% | +14.3% |
| All | +18.8% | +10.4% | +8.4% | +14.3% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling