-91.6%
HTZ vs KIM
+55.8%
-147.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.6% | +5.6% | +6.1% |
| 7D | +18.9% | +10.6% | +8.3% | +9.3% |
| 30D | +26.3% | +17.5% | +8.8% | +10.0% |
| 3M | +49.7% | +4.7% | +45.0% | +43.2% |
| 6M | -61.1% | +13.1% | -74.2% | -65.6% |
| YTD | -56.0% | +32.1% | -88.1% | -66.4% |
| 1Y | -66.4% | +32.7% | -99.1% | -74.4% |
| 3Y | -75.8% | +59.2% | -135.0% | -84.0% |
| 5Y | -93.1% | +38.3% | -131.4% | -94.9% |
| All | -91.6% | +55.8% | -147.4% | -94.4% |
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