+1,573.3%
HWM vs KIM
+46.9%
+1,526.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.7% | -11.4% | -11.1% |
| 7D | -9.2% | -0.3% | -8.8% | -9.1% |
| 30D | -17.9% | -1.7% | -16.2% | -17.1% |
| 3M | -6.0% | -0.8% | -5.2% | -6.1% |
| 6M | -7.4% | +4.4% | -11.8% | -10.1% |
| YTD | +13.1% | +21.2% | -8.1% | +0.8% |
| 1Y | +29.3% | +10.5% | +18.8% | +21.1% |
| 3Y | +389.9% | +47.5% | +342.4% | +279.2% |
| 5Y | +655.5% | +37.1% | +618.4% | +501.6% |
| All | +1,573.3% | +46.9% | +1,526.5% | +911.5% |
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