+0.1%
HOOD vs KIM
+10.5%
-10.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.8% |
| 7D | +13.4% | -0.3% | +13.7% | +13.3% |
| 30D | +25.8% | -1.7% | +27.5% | +25.7% |
| 3M | +38.0% | -0.8% | +38.8% | +36.8% |
| 6M | +52.2% | +4.4% | +47.8% | +48.5% |
| YTD | +3.7% | +21.2% | -17.5% | +2.8% |
| 1Y | +0.1% | +10.5% | -10.5% | +7.1% |
| All | +0.1% | +10.5% | -10.4% | +7.1% |
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