+192.7%
HUT vs KIM
+157.7%
+35.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.4% | +15.0% | +14.8% |
| 7D | -11.4% | +4.1% | -15.4% | -14.1% |
| 30D | -41.0% | +16.8% | -57.8% | -46.9% |
| 3M | -41.9% | +5.7% | -47.6% | -44.6% |
| 6M | -51.7% | +9.7% | -61.4% | -55.5% |
| YTD | +14.6% | +30.2% | -15.6% | -5.0% |
| 1Y | +21.4% | +32.1% | -10.7% | -0.4% |
| 3Y | +359.8% | +58.6% | +301.2% | +242.5% |
| 5Y | -27.5% | +31.2% | -58.6% | -37.5% |
| All | +192.7% | +157.7% | +35.0% | +93.6% |
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