+342.1%
HWM vs KIM
+65.6%
+276.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +7.3% | +0.1% | +7.2% | +7.3% |
| 30D | +1.6% | +14.1% | -12.5% | -3.1% |
| 3M | -21.9% | +6.0% | -27.9% | -23.5% |
| 6M | -19.0% | +13.2% | -32.3% | -23.1% |
| YTD | +7.9% | +30.4% | -22.4% | -3.0% |
| 1Y | +9.9% | +31.0% | -21.1% | -1.5% |
| 3Y | +342.1% | +67.6% | +274.5% | +266.8% |
| All | +342.1% | +65.6% | +276.6% | +266.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling