+420.1%
HUT vs KIM
+138.3%
+281.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +17.8% | +0.4% | +17.4% | +17.4% |
| 30D | +0.8% | -4.0% | +4.8% | +3.1% |
| 3M | -26.8% | +0.5% | -27.3% | -28.0% |
| 6M | +72.6% | +3.6% | +68.9% | +67.2% |
| YTD | +103.6% | +20.4% | +83.2% | +79.1% |
| 1Y | +265.3% | +9.7% | +255.6% | +238.2% |
| 3Y | +689.4% | +46.0% | +643.4% | +524.4% |
| 5Y | +75.3% | +34.4% | +40.9% | +54.3% |
| All | +420.1% | +138.3% | +281.8% | +265.1% |
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