+308.1%
HUBS vs KIM
+32.5%
+275.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -9.0% | -1.7% | -7.3% | -8.4% |
| 30D | +7.2% | -3.0% | +10.2% | +8.4% |
| 3M | +20.9% | -8.9% | +29.7% | +25.3% |
| 6M | -13.0% | +2.4% | -15.4% | -14.1% |
| YTD | -43.8% | +18.3% | -62.2% | -47.5% |
| 1Y | -54.6% | +8.2% | -62.8% | -56.2% |
| 3Y | -58.5% | +44.0% | -102.5% | -64.2% |
| 5Y | -66.4% | +37.3% | -103.8% | -70.0% |
| All | +308.1% | +32.5% | +275.6% | +246.5% |
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