-100.0%
SOXS vs KIM
+247.2%
-347.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.1% |
| 7D | -15.6% | -0.3% | -15.3% | -15.9% |
| 30D | +4.8% | -1.7% | +6.5% | +2.8% |
| 3M | -21.6% | -0.8% | -20.8% | -24.6% |
| 6M | -99.3% | +4.4% | -103.7% | -99.1% |
| YTD | -99.5% | +21.2% | -120.8% | -99.2% |
| 1Y | -99.8% | +10.5% | -110.3% | -99.7% |
| 3Y | -100.0% | +47.5% | -147.5% | -100.0% |
| 5Y | -100.0% | +37.1% | -137.1% | -100.0% |
| 10Y | -100.0% | +29.5% | -129.5% | -100.0% |
| All | -100.0% | +247.2% | -347.2% | -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 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