+9,275.5%
HD vs KIM
+3,315.9%
+5,959.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.3% | +4.1% | +0.3% | +3.0% |
| 30D | +20.2% | +16.8% | +3.4% | +14.2% |
| 3M | -1.0% | +5.7% | -6.7% | -2.7% |
| 6M | +7.9% | +9.7% | -1.8% | +4.7% |
| YTD | +2.0% | +30.2% | -28.2% | -6.7% |
| 1Y | -4.3% | +32.1% | -36.4% | -12.8% |
| 3Y | +25.9% | +58.6% | -32.7% | +7.7% |
| 5Y | +5.8% | +31.2% | -25.3% | -4.6% |
| 10Y | +262.5% | +66.7% | +195.9% | +172.9% |
| All | +9,275.5% | +3,315.9% | +5,959.6% | +2,925.6% |
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 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