+489.7%
HPE vs KIM
+33.1%
+456.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.1% | -5.8% |
| 7D | +1.4% | -1.5% | +2.9% | +2.1% |
| 30D | +1.5% | -1.7% | +3.2% | +2.3% |
| 3M | +21.7% | -7.1% | +28.9% | +25.1% |
| 6M | +164.2% | +2.9% | +161.3% | +158.7% |
| YTD | +132.1% | +18.8% | +113.2% | +113.0% |
| 1Y | +130.6% | +9.4% | +121.2% | +119.2% |
| 3Y | +244.1% | +44.6% | +199.5% | +186.7% |
| 5Y | +340.8% | +37.9% | +302.9% | +271.3% |
| All | +489.7% | +33.1% | +456.7% | +307.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling