+458.1%
HBM vs KIM
+42.8%
+415.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.3% | -1.7% | -1.6% | -2.5% |
| 30D | -4.8% | -3.0% | -1.9% | -3.7% |
| 3M | -0.4% | -8.9% | +8.5% | +3.2% |
| 6M | +17.9% | +2.4% | +15.5% | +15.1% |
| YTD | +33.7% | +18.3% | +15.4% | +20.5% |
| 1Y | +95.6% | +8.2% | +87.4% | +84.7% |
| 3Y | +458.1% | +44.0% | +414.1% | +342.4% |
| All | +458.1% | +42.8% | +415.3% | +342.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling