-37.4%
HDB vs KIM
+37.7%
-75.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -4.9% | -1.7% | -3.2% | -4.3% |
| 3M | -2.3% | -0.8% | -1.5% | -2.2% |
| 6M | -23.7% | +4.4% | -28.1% | -25.0% |
| YTD | -38.5% | +21.2% | -59.7% | -42.5% |
| 1Y | -36.5% | +10.5% | -47.0% | -38.8% |
| 3Y | -28.5% | +47.5% | -75.9% | -39.0% |
| 5Y | -37.4% | +37.1% | -74.5% | -45.4% |
| All | -37.4% | +37.7% | -75.1% | -45.4% |
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