+100.5%
HAS vs KIM
+64.5%
+36.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | +4.1% | -4.2% | -1.5% |
| 30D | +31.0% | +16.8% | +14.2% | +24.2% |
| 3M | +30.7% | +5.7% | +25.0% | +28.1% |
| 6M | +23.9% | +9.7% | +14.2% | +19.7% |
| YTD | +48.3% | +30.2% | +18.1% | +34.9% |
| 1Y | +60.2% | +32.1% | +28.1% | +44.9% |
| 3Y | +189.2% | +58.6% | +130.6% | +146.2% |
| 5Y | +50.4% | +31.2% | +19.3% | +34.5% |
| All | +100.5% | +64.5% | +36.0% | +56.1% |
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