+249.3%
HL vs KIM
+37.3%
+212.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +0.4% | -1.0% | +1.3% | +0.9% |
| 30D | +18.8% | -1.1% | +19.9% | +19.4% |
| 3M | +43.7% | -5.3% | +49.0% | +47.0% |
| 6M | -1.0% | +3.9% | -5.0% | -4.2% |
| YTD | +8.7% | +20.3% | -11.6% | -3.5% |
| 1Y | +105.0% | +10.4% | +94.6% | +90.5% |
| 3Y | +427.3% | +46.3% | +381.0% | +299.5% |
| 5Y | +249.3% | +37.6% | +211.7% | +186.9% |
| All | +249.3% | +37.3% | +212.0% | +186.9% |
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