+649.7%
HBM vs KIM
+376.1%
+273.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +5.5% | -1.0% | +6.5% | +6.0% |
| 30D | +3.3% | -1.1% | +4.4% | +3.7% |
| 3M | +12.7% | -5.3% | +18.0% | +14.7% |
| 6M | +28.2% | +3.9% | +24.3% | +25.2% |
| YTD | +45.3% | +20.3% | +25.0% | +32.9% |
| 1Y | +121.7% | +10.4% | +111.3% | +109.7% |
| 3Y | +523.5% | +46.3% | +477.2% | +420.2% |
| 5Y | +393.9% | +37.6% | +356.3% | +323.0% |
| 10Y | +647.9% | +34.5% | +613.4% | +490.3% |
| All | +649.7% | +376.1% | +273.6% | +275.0% |
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