+217.2%
HPQ vs KIM
+33.1%
+184.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +3.5% | -1.5% | +5.0% | +4.1% |
| 30D | +13.7% | -1.7% | +15.4% | +14.4% |
| 3M | +33.9% | -7.1% | +41.0% | +37.9% |
| 6M | +80.9% | +2.9% | +78.0% | +78.1% |
| YTD | +52.6% | +18.8% | +33.7% | +41.5% |
| 1Y | +21.2% | +9.4% | +11.8% | +16.3% |
| 3Y | +26.9% | +44.6% | -17.7% | +7.8% |
| 5Y | +41.1% | +37.9% | +3.2% | +21.9% |
| All | +217.2% | +33.1% | +184.1% | +135.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling