+189.8%
HOOD vs KIM
+34.4%
+155.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +17.1% | +0.4% | +16.7% | +16.6% |
| 30D | +31.6% | -4.0% | +35.6% | +35.6% |
| 3M | +38.2% | +0.5% | +37.7% | +35.2% |
| 6M | +48.5% | +3.6% | +44.9% | +41.8% |
| YTD | +8.0% | +20.4% | -12.5% | -9.8% |
| 1Y | +18.7% | +9.7% | +9.0% | +6.7% |
| 3Y | +999.1% | +46.0% | +953.1% | +647.4% |
| All | +189.8% | +34.4% | +155.4% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling