+33.7%
HDB vs KIM
+29.7%
+4.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -4.9% | -1.0% | -3.9% | -4.6% |
| 30D | -5.8% | -1.1% | -4.8% | -5.6% |
| 3M | -5.2% | -5.3% | +0.1% | -3.8% |
| 6M | -25.7% | +3.9% | -29.6% | -26.6% |
| YTD | -39.6% | +20.3% | -59.8% | -42.9% |
| 1Y | -36.9% | +10.4% | -47.4% | -38.9% |
| 3Y | -29.7% | +46.3% | -76.0% | -38.2% |
| 5Y | -37.8% | +37.6% | -75.3% | -44.9% |
| 10Y | +33.7% | +34.5% | -0.8% | -1.6% |
| All | +33.7% | +29.7% | +4.0% | -1.6% |
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