+8.5%
HON vs KIM
+30.6%
-22.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.5% | +14.1% | -6.6% | +2.7% |
| 3M | -4.3% | +6.0% | -10.3% | -6.2% |
| 6M | -1.5% | +13.2% | -14.8% | -7.2% |
| YTD | +10.5% | +30.4% | -19.8% | -2.8% |
| 1Y | +8.5% | +31.0% | -22.5% | -4.9% |
| All | +8.5% | +30.6% | -22.0% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling