+1,516.8%
HWM vs KIM
+63.9%
+1,452.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +5.0% | -1.0% | +6.0% | +5.6% |
| 30D | +1.5% | +14.8% | -13.3% | -6.2% |
| 3M | -20.3% | +8.1% | -28.5% | -24.0% |
| 6M | -18.0% | +11.7% | -29.7% | -23.5% |
| YTD | +9.5% | +30.7% | -21.2% | -6.6% |
| 1Y | +7.5% | +29.7% | -22.3% | -8.1% |
| 3Y | +355.7% | +65.1% | +290.6% | +231.3% |
| 5Y | +610.2% | +34.7% | +575.6% | +471.8% |
| 10Y | +1,516.8% | +64.1% | +1,452.6% | +817.4% |
| All | +1,516.8% | +63.9% | +1,452.9% | +817.4% |
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