+78.0%
HST vs KIM
+57.8%
+20.2%
-36.0%
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 | -2.7% | +4.1% | -6.8% | -5.0% |
| 30D | +10.7% | +16.8% | -6.1% | +0.6% |
| 3M | +6.3% | +5.7% | +0.6% | +2.6% |
| 6M | +19.0% | +9.7% | +9.3% | +12.0% |
| YTD | +47.0% | +30.2% | +16.8% | +23.9% |
| 1Y | +53.4% | +32.1% | +21.3% | +28.2% |
| 3Y | +78.0% | +58.6% | +19.4% | +37.2% |
| All | +78.0% | +57.8% | +20.2% | +37.2% |
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