+156.1%
SOXL vs KIM
+35.1%
+121.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.8% | -6.3% |
| 7D | +8.5% | -1.5% | +9.9% | +10.9% |
| 30D | -13.0% | -1.7% | -11.3% | -11.0% |
| 3M | -35.9% | -7.1% | -28.8% | -32.2% |
| 6M | +112.1% | +2.9% | +109.2% | +88.9% |
| YTD | +175.4% | +18.8% | +156.6% | +89.0% |
| 1Y | +304.9% | +9.4% | +295.4% | +213.6% |
| 3Y | +448.6% | +44.6% | +404.0% | +150.4% |
| 5Y | +156.1% | +37.9% | +118.2% | +86.9% |
| All | +156.1% | +35.1% | +121.0% | +86.9% |
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 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