+40.1%
HAL vs KIM
+38.5%
+1.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -7.9% | +2.8% | -10.7% | -9.1% |
| 30D | -2.1% | +16.3% | -18.4% | -9.1% |
| 3M | +0.4% | +6.6% | -6.2% | -2.9% |
| 6M | -19.2% | +12.3% | -31.6% | -24.3% |
| YTD | +14.4% | +31.6% | -17.2% | -1.7% |
| 1Y | +18.0% | +31.5% | -13.5% | +1.4% |
| 3Y | -9.7% | +68.0% | -77.7% | -32.7% |
| 5Y | +40.1% | +38.7% | +1.4% | +11.4% |
| All | +40.1% | +38.5% | +1.6% | +11.4% |
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