-34.4%
HDB vs KIM
+10.4%
-44.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -2.8% | -4.0% | +1.2% | -1.8% |
| 3M | -3.5% | +0.5% | -4.1% | -4.1% |
| 6M | -24.7% | +3.6% | -28.3% | -25.8% |
| YTD | -36.6% | +20.4% | -57.0% | -39.1% |
| 1Y | -34.4% | +9.7% | -44.1% | -36.3% |
| All | -34.4% | +10.4% | -44.8% | -36.3% |
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