+249.2%
HPE vs KIM
+47.7%
+201.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.1% | +7.5% |
| 7D | +10.1% | -0.3% | +10.5% | +10.3% |
| 30D | +5.3% | -1.7% | +7.0% | +5.9% |
| 3M | +12.7% | -0.8% | +13.5% | +12.3% |
| 6M | +167.7% | +4.4% | +163.3% | +160.2% |
| YTD | +135.5% | +21.2% | +114.2% | +113.2% |
| 1Y | +143.4% | +10.5% | +132.8% | +130.0% |
| 3Y | +249.2% | +47.5% | +201.7% | +199.1% |
| All | +249.2% | +47.7% | +201.4% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling