+224.7%
HPE vs KIM
+65.6%
+159.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +7.9% | +0.1% | +7.7% | +7.8% |
| 30D | -23.5% | +14.1% | -37.6% | -26.4% |
| 3M | -19.1% | +6.0% | -25.1% | -20.4% |
| 6M | +51.4% | +13.2% | +38.2% | +43.8% |
| YTD | +103.4% | +30.4% | +73.1% | +80.1% |
| 1Y | +114.4% | +31.0% | +83.4% | +89.2% |
| 3Y | +224.7% | +67.6% | +157.0% | +166.8% |
| All | +224.7% | +65.6% | +159.1% | +166.8% |
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 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