-19.7%
HWM vs KIM
+10.6%
-30.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.4% |
| 7D | +3.3% | +4.1% | -0.8% | +3.3% |
| 30D | -7.6% | +16.8% | -24.4% | -7.0% |
| 3M | -28.9% | +5.7% | -34.6% | -28.6% |
| 6M | -19.7% | +9.7% | -29.4% | -21.5% |
| All | -19.7% | +10.6% | -30.2% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling