+20,848.2%
SOXL vs KIM
+244.4%
+20,603.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.0% |
| 7D | +18.4% | -1.0% | +19.3% | +19.5% |
| 30D | -3.2% | -1.1% | -2.1% | -2.3% |
| 3M | -37.6% | -5.3% | -32.3% | -36.2% |
| 6M | +136.1% | +3.9% | +132.1% | +116.8% |
| YTD | +199.5% | +20.3% | +179.2% | +129.7% |
| 1Y | +363.2% | +10.4% | +352.8% | +287.2% |
| 3Y | +496.5% | +46.3% | +450.2% | +273.7% |
| 5Y | +184.8% | +37.6% | +147.2% | +126.9% |
| 10Y | +5,399.0% | +34.5% | +5,364.5% | +4,057.6% |
| All | +20,848.2% | +244.4% | +20,603.8% | +3,923.5% |
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 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