-42.7%
ETHA vs KIM
+10.4%
-53.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | +27.9% | -4.0% | +31.9% | +28.1% |
| 3M | +38.3% | +0.5% | +37.8% | +37.1% |
| 6M | +14.0% | +3.6% | +10.4% | +11.9% |
| YTD | -17.4% | +20.4% | -37.9% | -21.5% |
| 1Y | -42.7% | +9.7% | -52.4% | -39.6% |
| All | -42.7% | +10.4% | -53.1% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling