-55.3%
SOUN vs KIM
+11.0%
-66.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.3% | -8.3% |
| 7D | -15.5% | -0.7% | -14.8% | -15.9% |
| 30D | -26.2% | +13.4% | -39.6% | -18.1% |
| 3M | -51.4% | +6.5% | -57.9% | -49.5% |
| 6M | -55.3% | +10.6% | -65.9% | -48.6% |
| All | -55.3% | +11.0% | -66.3% | -48.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling