+331.1%
HBM vs KIM
+35.1%
+296.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.2% | -6.3% | -6.8% |
| 7D | -3.7% | -1.5% | -2.3% | -2.8% |
| 30D | -3.7% | -1.7% | -2.0% | -2.8% |
| 3M | +8.0% | -7.1% | +15.2% | +12.0% |
| 6M | +15.8% | +2.9% | +12.9% | +12.4% |
| YTD | +34.4% | +18.8% | +15.5% | +18.4% |
| 1Y | +98.2% | +9.4% | +88.7% | +83.3% |
| 3Y | +476.6% | +44.6% | +432.0% | +332.2% |
| 5Y | +331.1% | +37.9% | +293.2% | +246.1% |
| All | +331.1% | +35.1% | +296.0% | +246.1% |
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