+247.9%
SOXX vs KIM
+35.9%
+212.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +1.4% | -1.7% | +3.1% | +2.3% |
| 30D | -3.6% | -3.0% | -0.6% | -2.2% |
| 3M | -10.2% | -8.9% | -1.3% | -6.7% |
| 6M | +54.2% | +2.4% | +51.9% | +50.4% |
| YTD | +75.2% | +18.3% | +56.9% | +57.4% |
| 1Y | +107.5% | +8.2% | +99.3% | +95.3% |
| 3Y | +226.8% | +44.0% | +182.7% | +152.5% |
| All | +247.9% | +35.9% | +212.0% | +195.9% |
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