-71.4%
SOUN vs KIM
+33.1%
-104.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +6.5% |
| 7D | -2.7% | +10.6% | -13.3% | +2.5% |
| 30D | -26.5% | +17.5% | -44.0% | -19.9% |
| 3M | -33.6% | +4.7% | -38.3% | -32.5% |
| 6M | -54.4% | +13.1% | -67.5% | -51.9% |
| YTD | -56.7% | +32.1% | -88.7% | -51.4% |
| 1Y | -71.4% | +32.7% | -104.1% | -68.1% |
| All | -71.4% | +33.1% | -104.6% | -68.1% |
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 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