-38.7%
HOOD vs KIM
+31.8%
-70.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +3.1% |
| 7D | -0.6% | +2.8% | -3.5% | -0.1% |
| 30D | -23.6% | +16.3% | -39.9% | -21.2% |
| 3M | -10.7% | +6.6% | -17.3% | -9.5% |
| 6M | +8.2% | +12.3% | -4.1% | +7.1% |
| YTD | -26.3% | +31.6% | -57.9% | -22.8% |
| All | -38.7% | +31.8% | -70.4% | -36.1% |
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