+19.0%
HL vs KIM
+3,319.9%
-3,300.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -11.1% | +0.1% | -11.2% | -11.1% |
| 30D | -12.1% | +14.1% | -26.2% | -16.3% |
| 3M | -26.1% | +6.0% | -32.1% | -27.7% |
| 6M | -37.7% | +13.2% | -51.0% | -40.9% |
| YTD | -31.7% | +30.4% | -62.1% | -38.6% |
| 1Y | -11.6% | +31.0% | -42.7% | -20.7% |
| 3Y | +249.6% | +67.6% | +182.0% | +183.9% |
| 5Y | +108.5% | +35.8% | +72.8% | +82.6% |
| 10Y | +127.0% | +63.7% | +63.3% | +66.7% |
| All | +19.0% | +3,319.9% | -3,300.9% | -56.4% |
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