+794.1%
HAL vs KIM
+3,058.9%
-2,264.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | +17.0% | -4.0% | +21.0% | +19.0% |
| 3M | -9.7% | +0.5% | -10.2% | -10.2% |
| 6M | +8.6% | +3.6% | +5.0% | +6.3% |
| YTD | +33.0% | +20.4% | +12.6% | +21.6% |
| 1Y | +68.3% | +9.7% | +58.6% | +60.2% |
| 3Y | +0.1% | +46.0% | -45.9% | -17.1% |
| 5Y | +102.6% | +34.4% | +68.2% | +72.3% |
| 10Y | +3.8% | +29.3% | -25.5% | -14.8% |
| All | +794.1% | +3,058.9% | -2,264.9% | +142.2% |
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 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