-23.5%
HDB vs KIM
+38.5%
-62.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.6% | +2.3% |
| 7D | +13.7% | +2.8% | +10.9% | +12.6% |
| 30D | +15.8% | +16.3% | -0.5% | +10.0% |
| 3M | +9.2% | +6.6% | +2.6% | +6.8% |
| 6M | +3.2% | +12.3% | -9.2% | -1.1% |
| YTD | -29.4% | +31.6% | -60.9% | -35.9% |
| 1Y | -27.9% | +31.5% | -59.4% | -34.7% |
| 3Y | -5.9% | +68.0% | -73.9% | -24.0% |
| 5Y | -23.5% | +38.7% | -62.2% | -34.5% |
| All | -23.5% | +38.5% | -62.0% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling