+99.3%
HLT vs KIM
+42.8%
+56.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | -5.0% | -3.0% | -2.1% | -3.9% |
| 3M | -10.4% | -8.9% | -1.5% | -7.2% |
| 6M | +3.2% | +2.4% | +0.9% | +1.9% |
| YTD | +6.7% | +18.3% | -11.6% | -0.7% |
| 1Y | +10.3% | +8.2% | +2.1% | +6.2% |
| 3Y | +99.3% | +44.0% | +55.3% | +80.2% |
| All | +99.3% | +42.8% | +56.5% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling