+2,761.6%
HST vs KIM
+3,058.9%
-297.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | -1.0% | +0.4% | -1.5% | -1.4% |
| 30D | -12.3% | -4.0% | -8.3% | -9.4% |
| 3M | -6.4% | +0.5% | -6.9% | -7.1% |
| 6M | +15.0% | +3.6% | +11.4% | +11.4% |
| YTD | +30.5% | +20.4% | +10.1% | +11.9% |
| 1Y | +35.7% | +9.7% | +26.0% | +25.0% |
| 3Y | +68.4% | +46.0% | +22.4% | +20.6% |
| 5Y | +73.1% | +34.4% | +38.7% | +29.7% |
| 10Y | +92.7% | +29.3% | +63.4% | +27.5% |
| All | +2,761.6% | +3,058.9% | -297.3% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling