+101.3%
HIMS vs KIM
+73.3%
+28.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -24.1% | +0.1% | -24.2% | -24.1% |
| 30D | -28.8% | +14.1% | -42.9% | -30.6% |
| 3M | -31.4% | +6.0% | -37.4% | -32.2% |
| 6M | -18.3% | +13.2% | -31.5% | -20.6% |
| YTD | -39.2% | +30.4% | -69.6% | -42.6% |
| 1Y | -45.3% | +31.0% | -76.3% | -48.4% |
| 3Y | +181.9% | +67.6% | +114.2% | +156.5% |
| 5Y | +166.6% | +35.8% | +130.9% | +149.0% |
| All | +101.3% | +73.3% | +28.0% | +91.4% |
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