+188.0%
SOUN vs KIM
+45.1%
+142.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -4.4% | -1.0% | -3.5% | -3.6% |
| 30D | -13.1% | -1.1% | -12.1% | -12.5% |
| 3M | -7.7% | -5.3% | -2.4% | -4.5% |
| 6M | -21.2% | +3.9% | -25.1% | -26.6% |
| YTD | -35.0% | +20.3% | -55.3% | -49.0% |
| 1Y | -56.4% | +10.4% | -66.8% | -62.4% |
| All | +188.0% | +45.1% | +142.9% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling