-36.1%
HOOD vs KIM
+33.1%
-69.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.5% | +2.6% |
| 7D | -4.4% | +10.6% | -15.0% | -2.8% |
| 30D | -23.4% | +17.5% | -40.9% | -21.3% |
| 3M | -6.5% | +4.7% | -11.2% | -5.6% |
| 6M | +14.2% | +13.1% | +1.1% | +12.5% |
| YTD | -22.7% | +32.1% | -54.8% | -21.2% |
| 1Y | -36.1% | +32.7% | -68.8% | -35.0% |
| All | -36.1% | +33.1% | -69.2% | -35.0% |
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