+1,388.5%
HWM vs KIM
+57.7%
+1,330.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +3.4% | +4.1% | -0.7% | +1.1% |
| 30D | -7.5% | +16.8% | -24.3% | -15.4% |
| 3M | -28.9% | +5.7% | -34.6% | -31.3% |
| 6M | -19.6% | +9.7% | -29.3% | -24.3% |
| YTD | +0.6% | +30.2% | -29.6% | -14.1% |
| 1Y | +0.3% | +32.1% | -31.8% | -15.1% |
| 3Y | +326.1% | +58.6% | +267.5% | +216.8% |
| 5Y | +525.2% | +31.2% | +494.0% | +410.4% |
| 10Y | +1,492.9% | +66.7% | +1,426.2% | +803.4% |
| All | +1,388.5% | +57.7% | +1,330.8% | +762.2% |
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