+276.8%
THC vs KIM
+31.1%
+245.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +3.7% | +4.1% | -0.4% | +1.2% |
| 30D | +9.0% | +16.8% | -7.8% | -1.2% |
| 3M | +10.4% | +5.7% | +4.7% | +6.5% |
| 6M | +45.7% | +9.7% | +36.0% | +36.9% |
| YTD | +42.6% | +30.2% | +12.4% | +19.7% |
| 1Y | +38.8% | +32.1% | +6.7% | +15.3% |
| 3Y | +418.8% | +58.6% | +360.2% | +268.2% |
| All | +276.8% | +31.1% | +245.7% | +197.7% |
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