+3,769.4%
HDB vs KIM
+410.2%
+3,359.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -2.8% | -4.0% | +1.2% | -1.1% |
| 3M | -3.5% | +0.5% | -4.1% | -4.0% |
| 6M | -24.7% | +3.6% | -28.3% | -26.0% |
| YTD | -36.6% | +20.4% | -57.0% | -41.6% |
| 1Y | -34.4% | +9.7% | -44.1% | -37.3% |
| 3Y | -24.4% | +46.0% | -70.4% | -37.6% |
| 5Y | -35.4% | +34.4% | -69.8% | -46.0% |
| 10Y | +39.5% | +29.3% | +10.2% | +2.8% |
| All | +3,769.4% | +410.2% | +3,359.3% | +1,327.4% |
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 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