+117.5%
HPE vs KIM
+29.4%
+88.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.5% |
| 7D | +13.6% | -0.7% | +14.3% | +13.2% |
| 30D | -27.1% | +13.4% | -40.5% | -22.3% |
| 3M | -14.5% | +6.5% | -21.0% | -10.5% |
| 6M | +66.9% | +10.6% | +56.4% | +74.3% |
| YTD | +111.3% | +29.9% | +81.4% | +113.5% |
| 1Y | +117.5% | +29.6% | +87.9% | +120.3% |
| All | +117.5% | +29.4% | +88.1% | +120.3% |
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