-38.7%
ETHA vs KIM
+30.6%
-69.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | -12.5% | +0.1% | -12.7% | -12.5% |
| 30D | -19.8% | +14.1% | -33.9% | -17.3% |
| 3M | +3.1% | +6.0% | -2.9% | +4.7% |
| 6M | -13.8% | +13.2% | -27.0% | -12.1% |
| YTD | -34.6% | +30.4% | -65.0% | -27.7% |
| 1Y | -38.7% | +31.0% | -69.7% | -32.1% |
| All | -38.7% | +30.6% | -69.3% | -32.1% |
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