+5.3%
HUM vs KIM
+35.9%
-30.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | +2.1% | -1.7% | +3.8% | +2.4% |
| 30D | +5.4% | -3.0% | +8.4% | +6.0% |
| 3M | +11.4% | -8.9% | +20.3% | +13.4% |
| 6M | +141.5% | +2.4% | +139.1% | +139.7% |
| YTD | +61.2% | +18.3% | +42.9% | +55.2% |
| 1Y | +49.2% | +8.2% | +41.0% | +46.1% |
| 3Y | -9.0% | +44.0% | -53.1% | -15.6% |
| All | +5.3% | +35.9% | -30.5% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling