+571.9%
HPE vs KIM
+68.0%
+503.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | +7.9% | +0.1% | +7.7% | +7.8% |
| 30D | -23.5% | +14.1% | -37.6% | -27.9% |
| 3M | -19.1% | +6.0% | -25.1% | -21.5% |
| 6M | +51.4% | +13.2% | +38.2% | +41.8% |
| YTD | +103.4% | +30.4% | +73.1% | +78.5% |
| 1Y | +114.4% | +31.0% | +83.4% | +87.6% |
| 3Y | +224.7% | +67.6% | +157.0% | +152.7% |
| 5Y | +277.8% | +35.8% | +242.0% | +218.3% |
| 10Y | +371.1% | +63.7% | +307.4% | +228.3% |
| All | +571.9% | +68.0% | +503.9% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling