+2,948.5%
HPQ vs KIM
+3,058.9%
-110.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +14.4% | -4.0% | +18.4% | +15.9% |
| 3M | +25.6% | +0.5% | +25.1% | +25.4% |
| 6M | +75.0% | +3.6% | +71.4% | +72.7% |
| YTD | +50.7% | +20.4% | +30.3% | +41.9% |
| 1Y | +18.7% | +9.7% | +9.0% | +15.0% |
| 3Y | +21.5% | +46.0% | -24.5% | +7.5% |
| 5Y | +31.6% | +34.4% | -2.9% | +19.0% |
| 10Y | +216.1% | +29.3% | +186.8% | +168.0% |
| All | +2,948.5% | +3,058.9% | -110.5% | +1,007.2% |
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