+29.3%
HWM vs KIM
+10.5%
+18.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.7% | -11.4% | -10.8% |
| 7D | -9.2% | -0.3% | -8.8% | -9.1% |
| 30D | -17.9% | -1.7% | -16.2% | -17.6% |
| 3M | -6.0% | -0.8% | -5.2% | -6.7% |
| 6M | -7.4% | +4.4% | -11.8% | -9.4% |
| YTD | +13.1% | +21.2% | -8.1% | +8.1% |
| 1Y | +29.3% | +10.5% | +18.8% | +31.5% |
| All | +29.3% | +10.5% | +18.8% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling