-5.9%
HDB vs KIM
+62.3%
-68.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.6% | +2.4% |
| 7D | +13.7% | +2.8% | +10.9% | +12.8% |
| 30D | +15.8% | +16.3% | -0.5% | +11.1% |
| 3M | +9.2% | +6.6% | +2.6% | +7.2% |
| 6M | +3.2% | +12.3% | -9.2% | -0.3% |
| YTD | -29.4% | +31.6% | -60.9% | -34.5% |
| 1Y | -27.9% | +31.5% | -59.4% | -33.2% |
| 3Y | -5.9% | +68.0% | -73.9% | -21.0% |
| All | -5.9% | +62.3% | -68.2% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling