-29.4%
ETHA vs KIM
+22.3%
-51.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.5% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | +27.9% | -4.0% | +31.9% | +31.2% |
| 3M | +38.3% | +0.5% | +37.8% | +35.8% |
| 6M | +14.0% | +3.6% | +10.4% | +9.0% |
| YTD | -17.4% | +20.4% | -37.9% | -30.7% |
| 1Y | -42.7% | +9.7% | -52.4% | -47.5% |
| All | -29.4% | +22.3% | -51.7% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling