+101.9%
HAS vs KIM
+65.6%
+36.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +2.2% | +2.8% | -0.7% | +1.2% |
| 30D | +29.6% | +16.3% | +13.2% | +23.0% |
| 3M | +30.3% | +6.6% | +23.6% | +27.3% |
| 6M | +25.6% | +12.3% | +13.3% | +20.3% |
| YTD | +50.8% | +31.6% | +19.3% | +36.7% |
| 1Y | +63.0% | +31.5% | +31.5% | +47.7% |
| 3Y | +211.6% | +68.0% | +143.6% | +160.3% |
| 5Y | +50.4% | +38.7% | +11.7% | +32.4% |
| 10Y | +101.9% | +65.7% | +36.2% | +56.4% |
| All | +101.9% | +65.6% | +36.3% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling