-93.4%
HTZ vs KIM
+54.3%
-147.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.0% | -19.8% | -20.0% |
| 7D | -7.7% | +5.0% | -12.7% | -11.1% |
| 30D | -13.1% | +15.8% | -28.9% | -23.2% |
| 3M | +14.7% | +4.3% | +10.5% | +10.4% |
| 6M | -70.6% | +11.4% | -82.0% | -73.6% |
| YTD | -65.2% | +30.8% | -96.0% | -73.1% |
| 1Y | -73.2% | +31.4% | -104.6% | -79.4% |
| 3Y | -80.8% | +57.7% | -138.5% | -87.2% |
| 5Y | -94.8% | +31.7% | -126.5% | -96.0% |
| All | -93.4% | +54.3% | -147.7% | -95.5% |
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