-53.5%
SOUN vs KIM
+24.0%
-77.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.3% |
| 7D | -15.1% | +0.1% | -15.2% | -15.1% |
| 30D | -23.0% | +14.1% | -37.1% | -31.3% |
| 3M | -53.3% | +6.0% | -59.3% | -55.8% |
| 6M | -58.6% | +13.2% | -71.8% | -63.8% |
| YTD | -65.0% | +30.4% | -95.4% | -73.7% |
| 1Y | -71.4% | +31.0% | -102.5% | -78.8% |
| 3Y | +75.4% | +67.6% | +7.7% | +7.4% |
| All | -53.5% | +24.0% | -77.5% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling