+433.3%
HUT vs KIM
+138.0%
+295.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | +18.9% | -1.0% | +19.8% | +19.6% |
| 30D | +12.0% | -1.1% | +13.1% | +12.6% |
| 3M | -14.9% | -5.3% | -9.5% | -12.9% |
| 6M | +96.8% | +3.9% | +92.9% | +90.5% |
| YTD | +108.8% | +20.3% | +88.5% | +83.8% |
| 1Y | +227.4% | +10.4% | +216.9% | +202.2% |
| 3Y | +760.3% | +46.3% | +714.0% | +579.8% |
| 5Y | +86.1% | +37.6% | +48.5% | +62.4% |
| All | +433.3% | +138.0% | +295.3% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling