+8,663.5%
HD vs KIM
+3,058.9%
+5,604.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -8.4% | -4.0% | -4.4% | -7.2% |
| 3M | +4.3% | +0.5% | +3.8% | +4.1% |
| 6M | -11.1% | +3.6% | -14.7% | -12.2% |
| YTD | -4.7% | +20.4% | -25.1% | -10.5% |
| 1Y | -19.8% | +9.7% | -29.5% | -22.4% |
| 3Y | +4.1% | +46.0% | -41.9% | -8.7% |
| 5Y | +10.3% | +34.4% | -24.1% | -1.5% |
| 10Y | +203.2% | +29.3% | +173.9% | +148.2% |
| All | +8,663.5% | +3,058.9% | +5,604.6% | +2,799.6% |
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