+123.6%
HOOD vs KIM
+54.6%
+69.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -23.0% | +14.1% | -37.1% | -30.0% |
| 3M | -21.6% | +6.0% | -27.6% | -25.1% |
| 6M | +1.4% | +13.2% | -11.8% | -9.1% |
| YTD | -31.2% | +30.4% | -61.5% | -44.8% |
| 1Y | -35.9% | +31.0% | -67.0% | -49.0% |
| 3Y | +836.9% | +67.6% | +769.3% | +502.3% |
| 5Y | +121.1% | +35.8% | +85.4% | +70.5% |
| All | +123.6% | +54.6% | +69.0% | +114.8% |
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