+437.9%
HUBB vs KIM
+32.5%
+405.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | -1.7% | +1.7% | +0.5% |
| 30D | -10.0% | -3.0% | -7.0% | -9.0% |
| 3M | -1.6% | -8.9% | +7.3% | +1.3% |
| 6M | -3.1% | +2.4% | -5.5% | -4.3% |
| YTD | +4.6% | +18.3% | -13.8% | -2.1% |
| 1Y | +3.3% | +8.2% | -4.8% | -0.3% |
| 3Y | +46.6% | +44.0% | +2.5% | +26.0% |
| 5Y | +158.7% | +37.3% | +121.3% | +123.6% |
| All | +437.9% | +32.5% | +405.4% | +316.0% |
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