+6.7%
HD vs KIM
+34.6%
-27.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +18.0% | +14.1% | +3.9% | +10.0% |
| 3M | +2.8% | +6.0% | -3.2% | -0.3% |
| 6M | +17.0% | +13.2% | +3.7% | +9.2% |
| YTD | +3.5% | +30.4% | -26.8% | -10.5% |
| 1Y | -2.6% | +31.0% | -33.6% | -16.0% |
| 3Y | +30.7% | +67.6% | -36.9% | -2.1% |
| All | +6.7% | +34.6% | -27.9% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling