+119.2%
HIG vs KIM
+35.1%
+84.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -2.3% | -1.5% | -0.8% | -1.7% |
| 30D | -1.2% | -1.7% | +0.5% | -0.6% |
| 3M | +6.3% | -7.1% | +13.4% | +9.4% |
| 6M | +0.6% | +2.9% | -2.3% | -0.8% |
| YTD | +0.6% | +18.8% | -18.2% | -6.6% |
| 1Y | +6.1% | +9.4% | -3.3% | +1.8% |
| 3Y | +102.0% | +44.6% | +57.4% | +69.7% |
| 5Y | +119.2% | +37.9% | +81.3% | +87.2% |
| All | +119.2% | +35.1% | +84.1% | +87.2% |
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 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