-52.0%
SOUN vs KIM
+23.6%
-75.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -7.4% |
| 7D | -15.5% | -0.7% | -14.8% | -15.0% |
| 30D | -26.2% | +13.4% | -39.6% | -33.8% |
| 3M | -51.4% | +6.5% | -57.9% | -54.1% |
| 6M | -55.3% | +10.6% | -65.9% | -60.2% |
| YTD | -63.9% | +29.9% | -93.8% | -72.8% |
| 1Y | -72.8% | +29.6% | -102.4% | -79.5% |
| 3Y | +101.1% | +64.1% | +37.1% | +25.1% |
| All | -52.0% | +23.6% | -75.6% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling