+1,490.9%
HWM vs KIM
+63.0%
+1,427.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +11.1% | -0.7% | +11.8% | +11.5% |
| 30D | +3.0% | +13.4% | -10.4% | -4.2% |
| 3M | -20.7% | +6.5% | -27.3% | -23.7% |
| 6M | -17.2% | +10.6% | -27.8% | -22.3% |
| YTD | +9.1% | +29.9% | -20.9% | -6.7% |
| 1Y | +9.0% | +29.6% | -20.5% | -6.7% |
| 3Y | +353.8% | +64.1% | +289.8% | +231.1% |
| 5Y | +608.0% | +35.3% | +572.8% | +468.5% |
| All | +1,490.9% | +63.0% | +1,427.9% | +809.7% |
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