+132.4%
HOOD vs KIM
+54.5%
+77.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.5% |
| 7D | -4.8% | +4.1% | -8.9% | -7.4% |
| 30D | -26.1% | +16.8% | -42.9% | -34.0% |
| 3M | -10.8% | +5.7% | -16.5% | -14.6% |
| 6M | +2.4% | +9.7% | -7.3% | -6.0% |
| YTD | -28.5% | +30.2% | -58.7% | -42.6% |
| 1Y | -36.3% | +32.1% | -68.4% | -49.7% |
| 3Y | +743.7% | +58.6% | +685.1% | +467.4% |
| 5Y | +118.6% | +31.2% | +87.5% | +64.8% |
| All | +132.4% | +54.5% | +77.9% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling