+261.0%
HPE vs KIM
+36.8%
+224.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.1% | +4.9% |
| 7D | +0.3% | -1.0% | +1.3% | +0.8% |
| 30D | -28.6% | +14.8% | -43.3% | -33.1% |
| 3M | -7.4% | +8.1% | -15.5% | -10.9% |
| 6M | +63.7% | +11.7% | +52.0% | +53.3% |
| YTD | +111.7% | +30.7% | +81.0% | +81.7% |
| 1Y | +123.5% | +29.7% | +93.7% | +92.4% |
| 3Y | +238.7% | +65.1% | +173.6% | +151.5% |
| 5Y | +261.0% | +34.7% | +226.4% | +194.6% |
| All | +261.0% | +36.8% | +224.3% | +194.6% |
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