-29.2%
ETHA vs KIM
+22.1%
-51.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +2.9% | -1.0% | +3.9% | +3.5% |
| 30D | +31.4% | -1.1% | +32.5% | +32.2% |
| 3M | +48.9% | -5.3% | +54.2% | +53.3% |
| 6M | +20.9% | +3.9% | +17.0% | +15.4% |
| YTD | -17.2% | +20.3% | -37.4% | -30.4% |
| 1Y | -42.8% | +10.4% | -53.2% | -48.0% |
| All | -29.2% | +22.1% | -51.3% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling