+254.0%
THC vs KIM
+34.4%
+219.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +1.3% | -4.0% | +5.2% | +3.8% |
| 3M | +64.2% | +0.5% | +63.7% | +63.6% |
| 6M | +8.3% | +3.6% | +4.7% | +5.7% |
| YTD | +33.4% | +20.4% | +12.9% | +18.0% |
| 1Y | +37.7% | +9.7% | +28.0% | +29.3% |
| 3Y | +236.8% | +46.0% | +190.8% | +153.8% |
| All | +254.0% | +34.4% | +219.5% | +179.2% |
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