+1,913.1%
HAS vs KIM
+3,058.9%
-1,145.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | +10.4% | +0.5% | +9.8% | +10.1% |
| 6M | -3.2% | +3.6% | -6.8% | -4.4% |
| YTD | +15.4% | +20.4% | -5.0% | +9.2% |
| 1Y | +18.8% | +9.7% | +9.1% | +15.3% |
| 3Y | +43.9% | +46.0% | -2.1% | +28.6% |
| 5Y | +13.9% | +34.4% | -20.5% | +3.3% |
| 10Y | +56.4% | +29.3% | +27.1% | +33.0% |
| All | +1,913.1% | +3,058.9% | -1,145.9% | +834.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling