+182.8%
HIMS vs KIM
+60.1%
+122.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.9% | +0.4% | -4.3% | -4.0% |
| 30D | -12.4% | -4.0% | -8.5% | -11.8% |
| 3M | -1.1% | +0.5% | -1.6% | -1.6% |
| 6M | +68.4% | +3.6% | +64.8% | +66.5% |
| YTD | -14.7% | +20.4% | -35.1% | -18.2% |
| 1Y | -42.4% | +9.7% | -52.1% | -43.8% |
| 3Y | +304.5% | +46.0% | +258.5% | +276.7% |
| 5Y | +237.5% | +34.4% | +203.1% | +220.2% |
| All | +182.8% | +60.1% | +122.7% | +172.8% |
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 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