+132.1%
HON vs KIM
+33.1%
+99.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.9% |
| 7D | -2.6% | -1.5% | -1.1% | -2.1% |
| 30D | -11.9% | -1.7% | -10.2% | -11.4% |
| 3M | -6.1% | -7.1% | +1.1% | -3.7% |
| 6M | -19.2% | +2.9% | -22.1% | -20.2% |
| YTD | +0.2% | +18.8% | -18.7% | -6.1% |
| 1Y | -1.5% | +9.4% | -10.9% | -5.0% |
| 3Y | +17.9% | +44.6% | -26.6% | +1.5% |
| 5Y | +1.9% | +37.9% | -36.0% | -11.9% |
| All | +132.1% | +33.1% | +99.0% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling