+1,773.8%
HWM vs KIM
+45.9%
+1,728.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -11.0% | -4.0% | -7.0% | -9.0% |
| 3M | +4.0% | +0.5% | +3.5% | +3.3% |
| 6M | -0.2% | +3.6% | -3.8% | -2.7% |
| YTD | +26.7% | +20.4% | +6.2% | +13.4% |
| 1Y | +44.7% | +9.7% | +35.0% | +36.1% |
| 3Y | +426.1% | +46.0% | +380.1% | +309.8% |
| 5Y | +738.5% | +34.4% | +704.1% | +575.3% |
| All | +1,773.8% | +45.9% | +1,728.0% | +1,037.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling