+689.9%
HBAN vs KIM
+3,058.9%
-2,369.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.7% | +0.4% | +0.2% | +0.3% |
| 30D | -3.2% | -4.0% | +0.7% | -0.8% |
| 3M | +4.0% | +0.5% | +3.4% | +3.3% |
| 6M | +3.1% | +3.6% | -0.5% | +0.5% |
| YTD | 0.0% | +20.4% | -20.4% | -11.6% |
| 1Y | -1.2% | +9.7% | -10.9% | -7.5% |
| 3Y | +72.5% | +46.0% | +26.5% | +33.4% |
| 5Y | +39.3% | +34.4% | +4.9% | +11.4% |
| 10Y | +157.3% | +29.3% | +128.0% | +82.3% |
| All | +689.9% | +3,058.9% | -2,369.1% | +117.2% |
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