+18.7%
HOOD vs KIM
+9.1%
+9.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.4% |
| 7D | +17.1% | -0.8% | +17.9% | +16.9% |
| 30D | +31.6% | -5.1% | +36.7% | +30.5% |
| 3M | +38.2% | -0.6% | +38.9% | +36.3% |
| 6M | +48.5% | +2.4% | +46.1% | +45.2% |
| YTD | +8.0% | +19.0% | -11.1% | +9.7% |
| 1Y | +18.7% | +8.4% | +10.2% | +20.7% |
| All | +18.7% | +9.1% | +9.5% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling