+3.2%
HAL vs KIM
+33.1%
-29.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | -3.3% | -1.5% | -1.8% | -2.4% |
| 30D | +7.2% | -1.7% | +8.9% | +8.2% |
| 3M | -8.8% | -7.1% | -1.6% | -5.1% |
| 6M | +3.0% | +2.9% | +0.1% | +0.4% |
| YTD | +29.4% | +18.8% | +10.6% | +15.4% |
| 1Y | +62.8% | +9.4% | +53.4% | +52.4% |
| 3Y | -6.4% | +44.6% | -51.0% | -27.6% |
| 5Y | +103.6% | +37.9% | +65.7% | +58.2% |
| All | +3.2% | +33.1% | -29.9% | -35.8% |
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 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