-57.6%
HTZ vs KIM
+10.4%
-68.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +7.5% | +0.4% | +7.1% | +7.4% |
| 30D | +47.4% | -4.0% | +51.4% | +48.3% |
| 3M | -54.9% | +0.5% | -55.4% | -55.5% |
| 6M | -47.0% | +3.6% | -50.6% | -48.3% |
| YTD | -55.3% | +20.4% | -75.7% | -58.9% |
| 1Y | -57.6% | +9.7% | -67.3% | -60.7% |
| All | -57.6% | +10.4% | -68.1% | -60.7% |
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