+63.6%
HDB vs KIM
+64.9%
-1.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +12.7% | +2.8% | +10.0% | +11.8% |
| 30D | +16.6% | +15.9% | +0.7% | +11.7% |
| 3M | +10.8% | +7.8% | +3.0% | +8.4% |
| 6M | +3.8% | +11.9% | -8.0% | +0.3% |
| YTD | -28.9% | +31.0% | -59.9% | -34.5% |
| 1Y | -28.0% | +32.3% | -60.3% | -33.8% |
| 3Y | -7.2% | +65.5% | -72.6% | -21.2% |
| 5Y | -22.2% | +37.2% | -59.5% | -31.1% |
| 10Y | +63.6% | +63.9% | -0.4% | +12.9% |
| All | +63.6% | +64.9% | -1.4% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling