+621.7%
HPE vs KIM
+55.2%
+566.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -2.3% | -4.0% | +1.7% | -0.6% |
| 3M | -2.9% | +0.5% | -3.4% | -3.7% |
| 6M | +143.6% | +3.6% | +140.0% | +137.7% |
| YTD | +118.5% | +20.4% | +98.1% | +99.2% |
| 1Y | +129.2% | +9.7% | +119.5% | +117.4% |
| 3Y | +212.5% | +46.0% | +166.5% | +158.7% |
| 5Y | +286.9% | +34.4% | +252.5% | +228.5% |
| 10Y | +432.3% | +29.3% | +403.0% | +316.5% |
| All | +621.7% | +55.2% | +566.6% | +392.1% |
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 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