+802.3%
THC vs KIM
+3,350.7%
-2,548.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +7.5% | +2.8% | +4.6% | +6.3% |
| 30D | +9.6% | +16.3% | -6.8% | +2.5% |
| 3M | +10.3% | +6.6% | +3.6% | +7.1% |
| 6M | +51.8% | +12.3% | +39.5% | +44.0% |
| YTD | +45.4% | +31.6% | +13.9% | +28.4% |
| 1Y | +40.8% | +31.5% | +9.3% | +24.3% |
| 3Y | +448.8% | +68.0% | +380.8% | +331.1% |
| 5Y | +263.4% | +38.7% | +224.7% | +210.5% |
| 10Y | +1,800.1% | +65.7% | +1,734.4% | +1,336.9% |
| All | +802.3% | +3,350.7% | -2,548.4% | +157.8% |
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