+104.2%
HAS vs KIM
+63.9%
+40.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.0% | -1.0% | +3.0% | +2.4% |
| 30D | +30.9% | +14.8% | +16.1% | +24.8% |
| 3M | +28.8% | +8.1% | +20.6% | +25.3% |
| 6M | +32.3% | +11.7% | +20.7% | +27.0% |
| YTD | +54.7% | +30.7% | +23.9% | +40.5% |
| 1Y | +63.2% | +29.7% | +33.5% | +48.6% |
| 3Y | +220.7% | +65.1% | +155.6% | +169.5% |
| 5Y | +53.3% | +34.7% | +18.7% | +36.1% |
| 10Y | +104.2% | +64.1% | +40.1% | +59.0% |
| All | +104.2% | +63.9% | +40.4% | +59.0% |
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 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