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Kids
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Kids, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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Returns By Period


Position1D1M6MYTD1Y3Y*5Y*10Y*ALL TIME*
Benchmark
S&P 500 Index
-0.19%-0.76%7.25%8.73%18.21%17.95%11.30%13.09%8.08%
Portfolio
Kids
0.63%-19.21%92.63%139.14%354.19%249.21%
AMAT
Applied Materials, Inc.
-0.75%-14.81%61.16%105.07%178.07%58.07%31.77%36.36%20.75%
AVGO
Broadcom Inc.
1.98%-7.92%7.92%9.67%34.44%63.51%54.04%40.73%40.58%
BE
Bloom Energy Corporation
-8.33%-40.09%31.81%126.79%688.56%123.84%54.27%34.30%
CAT
Caterpillar Inc.
-1.63%-12.16%34.42%51.79%111.57%51.81%34.91%29.78%10.57%
CCJ
Cameco Corporation
-0.90%-20.32%-27.13%-7.26%7.66%37.77%37.80%24.55%9.23%
COST
Costco Wholesale Corporation
-0.54%-1.64%-2.61%8.82%-1.04%20.42%18.94%20.81%16.93%
CW
Curtiss-Wright Corporation
0.17%-8.15%6.88%28.70%45.56%55.08%43.83%23.94%16.21%
EME
EMCOR Group, Inc.
-0.02%-11.02%6.60%21.81%31.82%57.90%44.10%31.20%20.96%
FIX
Comfort Systems USA, Inc.
2.28%-12.97%53.02%83.62%209.65%118.96%87.12%50.21%18.34%
GE
General Electric Company
-2.16%-4.45%5.26%11.10%30.30%57.94%39.92%9.52%8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 24, 2025, Kids's average daily return is +0.54%, while the average monthly return is +11.34%. At this rate, an investment would double in approximately 0.5 years.

Historically, 78% of months were positive and 22% were negative. The best month was Apr 2026 with a return of +38.9%, while the worst month was Jul 2026 at -19.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Kids closed higher 63% of trading days. The best single day was Apr 9, 2025 with a return of +13.3%, while the worst single day was Apr 3, 2025 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202637.62%9.18%-5.46%38.92%24.53%20.32%-19.12%139.14%
2025-3.50%-7.97%1.46%17.31%17.00%7.28%2.16%34.45%21.56%4.63%3.76%140.51%

Benchmark Metrics

Kids has an annualized alpha of 185.88%, beta of 1.90, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since February 24, 2025.

  • This portfolio captured 1396.42% of S&P 500 Index gains but only 42.97% of its losses - a favorable profile for investors.
  • R2 of 0.48 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
185.88%
Beta
1.90
0.48
Upside Capture
1,396.42%
Downside Capture
42.97%

Expense Ratio

Kids has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Kids ranks 99 for risk / return — in the top 99% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Kids Risk / Return Rank: 9999
Overall Rank
Kids Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
Kids Sortino Ratio Rank: 9999
Sortino Ratio Rank
Kids Omega Ratio Rank: 9999
Omega Ratio Rank
Kids Calmar Ratio Rank: 9999
Calmar Ratio Rank
Kids Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Kids and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

7.12

1.45

+5.67

Sortino ratioReturn per unit of downside risk

5.16

2.03

+3.13

Omega ratioGain probability vs. loss probability

1.73

1.26

+0.46

Calmar ratioReturn relative to maximum drawdown

16.21

2.01

+14.20

Martin ratioReturn relative to average drawdown

64.96

8.68

+56.28


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMAT
Applied Materials, Inc.
96
3.203.201.446.5721.87
AVGO
Broadcom Inc.
68
0.731.281.161.212.49
BE
Bloom Energy Corporation
98
6.254.011.5015.1342.66
CAT
Caterpillar Inc.
96
2.953.581.456.0021.63
CCJ
Cameco Corporation
51
0.140.641.070.210.53
COST
Costco Wholesale Corporation
40
-0.050.061.01-0.06-0.14
CW
Curtiss-Wright Corporation
84
1.361.901.243.539.77
EME
EMCOR Group, Inc.
69
0.801.231.171.272.83
FIX
Comfort Systems USA, Inc.
98
3.683.851.5011.1135.03
GE
General Electric Company
73
0.951.441.181.463.90

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Kids Sharpe ratio is 7.12 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Kids compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Kids provided a 0.34% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio0.34%0.49%0.85%0.91%1.25%0.82%1.33%1.52%2.21%1.60%2.65%2.09%
AMAT
Applied Materials, Inc.
0.36%0.69%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%
AVGO
Broadcom Inc.
0.67%0.70%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%
BE
Bloom Energy Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAT
Caterpillar Inc.
0.89%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
CCJ
Cameco Corporation
0.20%0.19%0.22%0.20%0.39%0.29%0.46%0.67%0.53%4.33%3.82%3.24%
COST
Costco Wholesale Corporation
0.57%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
CW
Curtiss-Wright Corporation
0.14%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%
EME
EMCOR Group, Inc.
0.19%0.16%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%
FIX
Comfort Systems USA, Inc.
0.15%0.21%0.28%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%
GE
General Electric Company
0.49%0.47%0.67%0.25%0.38%0.34%0.37%4.12%4.89%4.81%2.94%2.95%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Kids. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Kids was 26.67%, occurring on Apr 4, 2025. Recovery took 25 trading sessions.

The current Kids drawdown is 21.52%.


Drawdown

Fall

Recovery

Underwater

Related event

-26.67%Apr 2025
1mo 9d1mo 8d
2mo 17dFeb 2025 - May 2025
2025 selloff2025
-22.02%Jul 2026
24d
28dJun 2026 - now
-15.67%Mar 2026
10d9d
19dMar 2026 - Apr 2026
-14.36%Nov 2025
9d20d
29dNov 2025 - Dec 2025
-13.03%Mar 2026
8d11d
19dFeb 2026 - Mar 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 27 assets, with an effective number of assets of 14.01, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
All Time
Diversification Ratio

1.31

1.29

The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Kids correlation to the S&P 500 Index

Kids has a 0.64 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2025

0.67


Benchmark Correlations

Correlation vs. S&P 500 Index. LRCX has the highest benchmark correlation at 0.66, while XOM has the lowest at -0.04.

XOM
-0.04
WMT
0.11
COST
0.11
NVS
0.19
LLY
0.27
SNDK
0.44
BE
0.46
STX
0.48
HWM
0.48
WDC
0.50

Portfolio Correlations

Correlation vs. Kids. WDC has the highest portfolio correlation at 0.84, while XOM has the lowest at -0.06.

XOM
-0.06
COST
-0.06
NVS
0.02
WMT
0.03
LLY
0.16
PLTR
0.32
GOOGL
0.42
GE
0.42
HWM
0.45
CCJ
0.47

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

XOMCOSTNVSWMTLLYPLTRGOOGLCCJGESNDKBEHWMSTXNVDAAVGOCWGEVWDCMUCATTSMPWRKLACAMATEMELRCXFIX
XOM1.000.08-0.020.11-0.03-0.03-0.07-0.02-0.13-0.00-0.01-0.10-0.05-0.08-0.12-0.11-0.08-0.08-0.030.06-0.09-0.05-0.05-0.05-0.04-0.11-0.10
COST0.081.000.230.650.190.05-0.04-0.030.02-0.11-0.080.12-0.01-0.12-0.110.05-0.01-0.04-0.110.04-0.020.01-0.07-0.050.01-0.06-0.01
NVS-0.020.231.000.230.48-0.080.070.000.17-0.03-0.020.110.02-0.09-0.090.090.03-0.00-0.010.180.050.080.110.110.050.130.03
WMT0.110.650.231.000.220.000.010.070.12-0.01-0.030.170.09-0.07-0.080.090.070.05-0.080.14-0.030.07-0.00-0.020.10-0.030.05
LLY-0.030.190.480.221.000.110.170.050.240.100.040.190.150.060.040.180.110.120.130.190.100.200.090.100.180.150.17
PLTR-0.030.05-0.080.000.111.000.330.370.280.170.280.290.190.440.410.350.340.250.250.190.360.300.270.240.340.260.32
GOOGL-0.07-0.040.070.010.170.331.000.320.360.300.260.310.330.430.400.340.270.350.360.370.470.320.410.380.370.440.40
CCJ-0.02-0.030.000.070.050.370.321.000.380.290.450.420.360.460.450.510.510.370.360.430.460.520.390.390.500.410.53
GE-0.130.020.170.120.240.280.360.381.000.230.330.710.300.370.350.600.500.340.320.440.360.460.400.350.520.400.52
SNDK-0.00-0.11-0.03-0.010.100.170.300.290.231.000.420.230.600.340.380.360.360.600.660.440.400.430.500.520.480.570.50
BE-0.01-0.08-0.02-0.030.040.280.260.450.330.421.000.340.430.430.430.470.500.470.460.500.430.500.450.450.520.460.56
HWM-0.100.120.110.170.190.290.310.420.710.230.341.000.320.380.360.710.530.380.320.420.400.580.380.340.600.400.62
STX-0.05-0.010.020.090.150.190.330.360.300.600.430.321.000.340.450.390.430.870.630.520.480.480.540.560.480.610.53
NVDA-0.08-0.12-0.09-0.070.060.440.430.460.370.340.430.380.341.000.610.430.510.410.520.390.660.460.570.540.520.550.54
AVGO-0.12-0.11-0.09-0.080.040.410.400.450.350.380.430.360.450.611.000.430.560.520.530.420.630.530.550.550.520.580.57
CW-0.110.050.090.090.180.350.340.510.600.360.470.710.390.430.431.000.570.440.410.520.440.640.500.460.650.490.67
GEV-0.08-0.010.030.070.110.340.270.510.500.360.500.530.430.510.560.571.000.500.420.530.540.660.490.520.660.510.72
WDC-0.08-0.04-0.000.050.120.250.350.370.340.600.470.380.870.410.520.440.501.000.650.540.510.520.570.590.540.620.60
MU-0.03-0.11-0.01-0.080.130.250.360.360.320.660.460.320.630.520.530.410.420.651.000.460.620.490.650.680.510.740.56
CAT0.060.040.180.140.190.190.370.430.440.440.500.420.520.390.420.520.530.540.461.000.550.610.600.630.630.620.63
TSM-0.09-0.020.05-0.030.100.360.470.460.360.400.430.400.480.660.630.440.540.510.620.551.000.560.680.670.570.700.62
PWR-0.050.010.080.070.200.300.320.520.460.430.500.580.480.460.530.640.660.520.490.610.561.000.550.560.810.570.84
KLAC-0.05-0.070.11-0.000.090.270.410.390.400.500.450.380.540.570.550.500.490.570.650.600.680.551.000.870.590.880.60
AMAT-0.05-0.050.11-0.020.100.240.380.390.350.520.450.340.560.540.550.460.520.590.680.630.670.560.871.000.590.880.62
EME-0.040.010.050.100.180.340.370.500.520.480.520.600.480.520.520.650.660.540.510.630.570.810.590.591.000.600.87
LRCX-0.11-0.060.13-0.030.150.260.440.410.400.570.460.400.610.550.580.490.510.620.740.620.700.570.880.880.601.000.63
FIX-0.10-0.010.030.050.170.320.400.530.520.500.560.620.530.540.570.670.720.600.560.630.620.840.600.620.870.631.00
The correlation results are calculated based on daily price changes starting from Feb 24, 2025
Diversification Analysis

Find what Kids is missing

See which holdings overlap, where Kids is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification