-16.3%
SOUN vs KIM
+13.0%
-29.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.1% |
| 7D | -6.8% | -1.5% | -5.3% | -5.6% |
| 30D | -15.2% | -1.7% | -13.6% | -14.2% |
| 3M | -7.0% | -7.1% | +0.2% | -2.0% |
| 6M | -20.5% | +2.9% | -23.4% | -24.7% |
| YTD | -37.0% | +18.8% | -55.9% | -48.7% |
| 1Y | -55.3% | +9.4% | -64.7% | -60.7% |
| 3Y | +173.0% | +44.6% | +128.5% | +89.6% |
| All | -16.3% | +13.0% | -29.3% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling