-100.0%
SOXS vs KIM
+35.1%
-135.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +6.3% |
| 7D | -9.4% | -1.5% | -7.9% | -11.3% |
| 30D | +6.2% | -1.7% | +7.8% | +3.4% |
| 3M | -28.0% | -7.1% | -20.9% | -38.1% |
| 6M | -99.2% | +2.9% | -102.0% | -98.8% |
| YTD | -99.5% | +18.8% | -118.3% | -99.0% |
| 1Y | -99.7% | +9.4% | -109.2% | -99.6% |
| 3Y | -100.0% | +44.6% | -144.6% | -99.9% |
| 5Y | -100.0% | +37.9% | -137.9% | -100.0% |
| All | -100.0% | +35.1% | -135.1% | -100.0% |
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