+942.5%
HIG vs KIM
+1,110.8%
-168.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.4% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | -4.9% | -1.7% | -3.2% | -3.9% |
| 3M | +6.8% | -0.8% | +7.6% | +7.0% |
| 6M | -1.7% | +4.4% | -6.1% | -4.7% |
| YTD | -0.2% | +21.2% | -21.5% | -12.2% |
| 1Y | +5.7% | +10.5% | -4.8% | -1.6% |
| 3Y | +100.3% | +47.5% | +52.8% | +49.7% |
| 5Y | +118.5% | +37.1% | +81.4% | +64.7% |
| 10Y | +309.7% | +29.5% | +280.2% | +169.9% |
| All | +942.5% | +1,110.8% | -168.3% | +102.4% |
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