+677.3%
HBAN vs KIM
+3,080.3%
-2,403.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | -4.5% | -1.7% | -2.8% | -3.5% |
| 3M | +2.6% | -0.8% | +3.4% | +2.8% |
| 6M | +4.7% | +4.4% | +0.3% | +1.6% |
| YTD | -1.5% | +21.2% | -22.8% | -13.4% |
| 1Y | -1.9% | +10.5% | -12.5% | -8.6% |
| 3Y | +75.2% | +47.5% | +27.7% | +34.7% |
| 5Y | +37.2% | +37.1% | +0.1% | +8.4% |
| 10Y | +156.6% | +29.5% | +127.1% | +81.7% |
| All | +677.3% | +3,080.3% | -2,403.0% | +112.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling