+227.4%
HUT vs KIM
+9.4%
+218.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.8% |
| 7D | +18.9% | -1.0% | +19.8% | +18.6% |
| 30D | +12.0% | -1.1% | +13.1% | +11.7% |
| 3M | -14.9% | -5.3% | -9.5% | -15.9% |
| 6M | +96.8% | +3.9% | +92.9% | +90.1% |
| YTD | +108.8% | +20.3% | +88.5% | +112.3% |
| 1Y | +227.4% | +10.4% | +216.9% | +192.3% |
| All | +227.4% | +9.4% | +218.0% | +192.3% |
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 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