+2,668.8%
HPQ vs KIM
+3,319.9%
-651.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +3.2% | +0.1% | +3.0% | +3.1% |
| 30D | -3.6% | +14.1% | -17.7% | -7.4% |
| 3M | -5.3% | +6.0% | -11.3% | -7.0% |
| 6M | +41.1% | +13.2% | +27.9% | +35.6% |
| YTD | +36.9% | +30.4% | +6.5% | +25.7% |
| 1Y | +23.5% | +31.0% | -7.5% | +13.3% |
| 3Y | +19.6% | +67.6% | -48.0% | +1.6% |
| 5Y | +11.4% | +35.8% | -24.4% | +0.5% |
| 10Y | +160.6% | +63.7% | +96.9% | +107.1% |
| All | +2,668.8% | +3,319.9% | -651.2% | +881.1% |
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