+92,637.0%
HUBB vs KIM
+3,319.9%
+89,317.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -7.7% | +14.1% | -21.8% | -11.5% |
| 3M | -13.6% | +6.0% | -19.6% | -15.3% |
| 6M | -9.1% | +13.2% | -22.4% | -13.0% |
| YTD | -0.7% | +30.4% | -31.1% | -9.2% |
| 1Y | +1.1% | +31.0% | -30.0% | -7.7% |
| 3Y | +56.2% | +67.6% | -11.4% | +30.9% |
| 5Y | +126.6% | +35.8% | +90.8% | +100.7% |
| 10Y | +384.6% | +63.7% | +320.9% | +273.8% |
| All | +92,637.0% | +3,319.9% | +89,317.1% | +37,173.6% |
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