+3,123.9%
HST vs KIM
+3,315.9%
-192.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.7% | +4.1% | -6.8% | -5.7% |
| 30D | +10.7% | +16.8% | -6.1% | -2.3% |
| 3M | +6.3% | +5.7% | +0.6% | +1.4% |
| 6M | +19.0% | +9.7% | +9.3% | +9.9% |
| YTD | +47.0% | +30.2% | +16.8% | +18.2% |
| 1Y | +53.4% | +32.1% | +21.3% | +22.0% |
| 3Y | +78.0% | +58.6% | +19.4% | +19.6% |
| 5Y | +71.7% | +31.2% | +40.5% | +31.4% |
| 10Y | +146.2% | +66.7% | +79.5% | +32.2% |
| All | +3,123.9% | +3,315.9% | -192.0% | +241.0% |
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