+75.6%
HST vs KIM
+33.1%
+42.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | -0.4% |
| 7D | +3.3% | +10.6% | -7.3% | -1.6% |
| 30D | +16.4% | +17.5% | -1.1% | +7.3% |
| 3M | +5.5% | +4.7% | +0.8% | +3.2% |
| 6M | +31.1% | +13.1% | +18.0% | +23.0% |
| YTD | +55.9% | +32.1% | +23.9% | +35.2% |
| 1Y | +75.6% | +32.7% | +43.0% | +51.7% |
| All | +75.6% | +33.1% | +42.5% | +51.7% |
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