+250.7%
HOOD vs KIM
+42.8%
+207.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +35.2% |
| 3M | +38.2% | +0.5% | +37.7% | +35.5% |
| 6M | +48.5% | +3.6% | +44.9% | +42.4% |
| YTD | +8.0% | +20.4% | -12.5% | -8.2% |
| 1Y | +18.7% | +9.7% | +9.0% | +7.9% |
| 3Y | +999.1% | +46.0% | +953.1% | +684.6% |
| 5Y | +181.7% | +34.4% | +147.2% | +135.4% |
| All | +250.7% | +42.8% | +207.9% | +257.1% |
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 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