+180.0%
HIMS vs KIM
+58.0%
+122.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.4% |
| 7D | -1.4% | -1.5% | +0.1% | -1.1% |
| 30D | -10.1% | -1.7% | -8.4% | -9.8% |
| 3M | -1.2% | -7.1% | +5.9% | -0.2% |
| 6M | +16.9% | +2.9% | +14.0% | +15.8% |
| YTD | -15.5% | +18.8% | -34.3% | -18.8% |
| 1Y | -42.6% | +9.4% | -52.0% | -43.9% |
| 3Y | +320.2% | +44.6% | +275.6% | +292.1% |
| 5Y | +215.0% | +37.9% | +177.1% | +199.8% |
| All | +180.0% | +58.0% | +122.0% | +170.8% |
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