+30.5%
KIM vs HRB
+207.5%
-177.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -1.5% | -12.2% | +10.7% | +2.8% |
| 30D | -1.7% | -3.0% | +1.3% | -1.5% |
| 3M | -7.1% | +21.7% | -28.9% | -14.5% |
| 6M | +2.9% | +52.3% | -49.5% | -14.2% |
| YTD | +18.8% | +6.5% | +12.4% | +12.5% |
| 1Y | +9.4% | -6.7% | +16.1% | +8.6% |
| 3Y | +44.6% | +25.1% | +19.5% | +23.0% |
| 5Y | +37.9% | +113.8% | -75.8% | -10.5% |
| All | +30.5% | +207.5% | -177.0% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling