+213.9%
HPQ vs KIM
+34.7%
+179.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +2.2% | -1.0% | +3.2% | +2.6% |
| 30D | +9.7% | -1.1% | +10.8% | +10.2% |
| 3M | +32.7% | -5.3% | +38.1% | +35.7% |
| 6M | +77.7% | +3.9% | +73.8% | +74.3% |
| YTD | +51.0% | +20.3% | +30.7% | +39.3% |
| 1Y | +18.4% | +10.4% | +8.0% | +13.2% |
| 3Y | +25.6% | +46.3% | -20.8% | +6.2% |
| 5Y | +38.6% | +37.6% | +1.1% | +19.8% |
| All | +213.9% | +34.7% | +179.2% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling