+362.8%
HPE vs KIM
+37.3%
+325.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | +13.6% | -1.0% | +14.6% | +14.1% |
| 30D | +7.7% | -1.1% | +8.8% | +8.2% |
| 3M | +22.4% | -5.3% | +27.7% | +24.8% |
| 6M | +172.6% | +3.9% | +168.7% | +164.4% |
| YTD | +147.5% | +20.3% | +127.2% | +122.1% |
| 1Y | +151.8% | +10.4% | +141.3% | +135.8% |
| 3Y | +267.1% | +46.3% | +220.7% | +192.2% |
| 5Y | +362.8% | +37.6% | +325.2% | +285.5% |
| All | +362.8% | +37.3% | +325.4% | +285.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling