+357.4%
SOXL vs KIM
+9.1%
+348.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.3% | +11.2% | +8.6% |
| 7D | +5.3% | -0.8% | +6.1% | +4.8% |
| 30D | -11.2% | -5.1% | -6.1% | -15.2% |
| 3M | -55.4% | -0.6% | -54.7% | -56.8% |
| 6M | +107.1% | +2.4% | +104.7% | +98.6% |
| YTD | +179.0% | +19.0% | +160.0% | +189.5% |
| 1Y | +357.4% | +8.4% | +348.9% | +400.5% |
| All | +357.4% | +9.1% | +348.2% | +400.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling