-91.5%
HTZ vs KIM
+40.4%
-131.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +2.5% |
| 7D | +7.5% | -0.8% | +8.2% | +8.1% |
| 30D | +47.4% | -5.1% | +52.5% | +53.4% |
| 3M | -54.9% | -0.6% | -54.3% | -55.4% |
| 6M | -47.0% | +2.4% | -49.4% | -48.9% |
| YTD | -55.3% | +19.0% | -74.3% | -62.6% |
| 1Y | -57.6% | +8.4% | -66.1% | -61.6% |
| 3Y | -86.6% | +44.3% | -130.9% | -90.4% |
| 5Y | -86.1% | +32.9% | -119.0% | -89.3% |
| All | -91.5% | +40.4% | -131.9% | -93.7% |
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 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