+121.3%
HBM vs KIM
+9.1%
+112.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.3% |
| 7D | -6.4% | -0.8% | -5.6% | -6.5% |
| 30D | +5.9% | -5.1% | +11.0% | +4.6% |
| 3M | -8.9% | -0.6% | -8.3% | -9.4% |
| 6M | +10.7% | +2.4% | +8.3% | +9.7% |
| YTD | +38.3% | +19.0% | +19.2% | +42.6% |
| 1Y | +121.3% | +8.4% | +112.9% | +110.9% |
| All | +121.3% | +9.1% | +112.2% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling