-57.6%
HTZ vs KIM
+9.1%
-66.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.5% |
| 7D | +7.5% | -0.8% | +8.2% | +7.6% |
| 30D | +47.4% | -5.1% | +52.5% | +48.5% |
| 3M | -54.9% | -0.6% | -54.3% | -55.5% |
| 6M | -47.0% | +2.4% | -49.4% | -48.3% |
| YTD | -55.3% | +19.0% | -74.3% | -58.9% |
| 1Y | -57.6% | +8.4% | -66.1% | -60.6% |
| All | -57.6% | +9.1% | -66.8% | -60.6% |
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