+139.3%
HOOD vs KIM
+56.0%
+83.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.3% |
| 7D | -0.6% | +2.8% | -3.5% | -2.5% |
| 30D | -23.6% | +16.3% | -39.9% | -31.5% |
| 3M | -10.7% | +6.6% | -17.3% | -15.0% |
| 6M | +8.2% | +12.3% | -4.1% | -2.4% |
| YTD | -26.3% | +31.6% | -57.9% | -41.3% |
| 1Y | -36.1% | +31.5% | -67.6% | -49.3% |
| 3Y | +950.7% | +68.0% | +882.7% | +574.9% |
| 5Y | +127.0% | +38.7% | +88.3% | +75.7% |
| All | +139.3% | +56.0% | +83.3% | +128.4% |
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