+155.3%
HBAN vs KIM
+32.5%
+122.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -1.0% | -1.7% | +0.7% | 0.0% |
| 30D | -5.6% | -3.0% | -2.6% | -4.1% |
| 3M | -1.1% | -8.9% | +7.7% | +3.9% |
| 6M | +9.9% | +2.4% | +7.5% | +8.2% |
| YTD | -0.9% | +18.3% | -19.3% | -10.2% |
| 1Y | -1.4% | +8.2% | -9.6% | -6.1% |
| 3Y | +78.2% | +44.0% | +34.2% | +44.3% |
| 5Y | +37.0% | +37.3% | -0.3% | +12.7% |
| All | +155.3% | +32.5% | +122.8% | +49.6% |
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