+4,921.3%
SOXL vs KIM
+32.5%
+4,888.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.6% |
| 7D | +3.9% | -1.7% | +5.6% | +5.6% |
| 30D | -14.3% | -3.0% | -11.3% | -12.2% |
| 3M | -45.6% | -8.9% | -36.7% | -42.7% |
| 6M | +117.2% | +2.4% | +114.8% | +105.2% |
| YTD | +189.8% | +18.3% | +171.5% | +136.0% |
| 1Y | +317.7% | +8.2% | +309.6% | +267.4% |
| 3Y | +478.6% | +44.0% | +434.6% | +303.0% |
| 5Y | +169.5% | +37.3% | +132.2% | +129.6% |
| All | +4,921.3% | +32.5% | +4,888.8% | +3,051.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling