+1,579.2%
HWM vs KIM
+65.6%
+1,513.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.0% | +4.5% |
| 7D | +1.6% | +2.8% | -1.2% | -0.1% |
| 30D | -3.9% | +16.3% | -20.3% | -11.9% |
| 3M | -23.2% | +6.6% | -29.9% | -26.2% |
| 6M | -20.0% | +12.3% | -32.3% | -25.6% |
| YTD | +5.7% | +31.6% | -25.8% | -10.2% |
| 1Y | +4.9% | +31.5% | -26.6% | -11.0% |
| 3Y | +347.0% | +68.0% | +279.0% | +221.8% |
| 5Y | +563.0% | +38.7% | +524.3% | +424.8% |
| 10Y | +1,579.2% | +65.7% | +1,513.4% | +847.0% |
| All | +1,579.2% | +65.6% | +1,513.6% | +847.0% |
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