+32.3%
KIM vs SOXQ
+286.7%
-254.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -3.0% | -4.6% | +1.6% | -2.1% |
| 3M | -8.9% | -10.2% | +1.3% | -7.8% |
| 6M | +2.4% | +49.7% | -47.3% | -9.9% |
| YTD | +18.3% | +67.2% | -48.9% | +0.5% |
| 1Y | +8.2% | +98.0% | -89.8% | -13.1% |
| 3Y | +44.0% | +237.2% | -193.1% | -9.1% |
| 5Y | +37.3% | +261.3% | -223.9% | -18.4% |
| All | +32.3% | +286.7% | -254.4% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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