+99.8%
HST vs KIM
+29.1%
+70.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | -5.2% | -1.7% | -3.5% | -4.2% |
| 3M | -6.2% | -0.8% | -5.4% | -6.0% |
| 6M | +20.4% | +4.4% | +16.0% | +16.7% |
| YTD | +30.6% | +21.2% | +9.4% | +14.5% |
| 1Y | +37.4% | +10.5% | +26.8% | +27.8% |
| 3Y | +66.1% | +47.5% | +18.6% | +25.8% |
| 5Y | +73.7% | +37.1% | +36.6% | +36.9% |
| 10Y | +99.8% | +29.5% | +70.3% | +29.3% |
| All | +99.8% | +29.1% | +70.7% | +29.3% |
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