+4,208.5%
HDB vs KIM
+457.3%
+3,751.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.6% | +2.2% |
| 7D | +13.7% | +2.8% | +10.9% | +12.4% |
| 30D | +15.8% | +16.3% | -0.5% | +8.6% |
| 3M | +9.2% | +6.6% | +2.6% | +6.2% |
| 6M | +3.2% | +12.3% | -9.2% | -2.1% |
| YTD | -29.4% | +31.6% | -60.9% | -37.4% |
| 1Y | -27.9% | +31.5% | -59.4% | -36.2% |
| 3Y | -5.9% | +68.0% | -73.9% | -26.6% |
| 5Y | -23.5% | +38.7% | -62.2% | -36.6% |
| 10Y | +61.3% | +65.7% | -4.4% | +6.2% |
| All | +4,208.5% | +457.3% | +3,751.2% | +1,430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling