+536.9%
HWM vs KIM
+31.1%
+505.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.7% |
| 7D | +3.3% | +4.1% | -0.8% | +1.2% |
| 30D | -7.6% | +16.8% | -24.4% | -14.7% |
| 3M | -28.9% | +5.7% | -34.6% | -31.0% |
| 6M | -19.7% | +9.7% | -29.4% | -23.9% |
| YTD | +0.5% | +30.2% | -29.7% | -13.1% |
| 1Y | +0.3% | +32.1% | -31.9% | -14.1% |
| 3Y | +325.8% | +58.6% | +267.2% | +219.8% |
| All | +536.9% | +31.1% | +505.9% | +412.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling