+98,530.5%
HUBB vs KIM
+3,080.3%
+95,450.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +4.8% | -0.3% | +5.2% | +4.9% |
| 30D | -9.3% | -1.7% | -7.6% | -8.8% |
| 3M | -3.9% | -0.8% | -3.1% | -3.9% |
| 6M | -0.8% | +4.4% | -5.2% | -2.5% |
| YTD | +5.6% | +21.2% | -15.7% | -1.0% |
| 1Y | +7.7% | +10.5% | -2.8% | +3.8% |
| 3Y | +47.5% | +47.5% | 0.0% | +28.5% |
| 5Y | +153.7% | +37.1% | +116.6% | +124.0% |
| 10Y | +433.0% | +29.5% | +403.5% | +341.0% |
| All | +98,530.5% | +3,080.3% | +95,450.1% | +40,512.1% |
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