-29.3%
ETHA vs KIM
+20.7%
-49.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | -2.4% | -1.5% | -0.9% | -1.5% |
| 30D | +30.9% | -1.7% | +32.6% | +32.1% |
| 3M | +51.1% | -7.1% | +58.3% | +57.7% |
| 6M | +20.5% | +2.9% | +17.7% | +15.7% |
| YTD | -17.3% | +18.8% | -36.1% | -30.0% |
| 1Y | -43.2% | +9.4% | -52.7% | -48.2% |
| All | -29.3% | +20.7% | -49.9% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling