+130.6%
HPE vs KIM
+9.4%
+121.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.2% | -5.1% | -6.4% |
| 7D | +1.4% | -1.5% | +2.9% | +1.2% |
| 30D | +1.5% | -1.7% | +3.2% | +1.3% |
| 3M | +21.7% | -7.1% | +28.9% | +20.2% |
| 6M | +164.2% | +2.9% | +161.3% | +159.4% |
| YTD | +132.1% | +18.8% | +113.2% | +119.4% |
| 1Y | +130.6% | +9.4% | +121.2% | +125.8% |
| All | +130.6% | +9.4% | +121.2% | +125.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling