+2,502.1%
SOXX vs KIM
+407.8%
+2,094.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.3% |
| 7D | +3.0% | -1.5% | +4.5% | +3.5% |
| 30D | -3.1% | -1.7% | -1.5% | -2.6% |
| 3M | -4.4% | -7.1% | +2.7% | -2.5% |
| 6M | +52.9% | +2.9% | +50.0% | +50.6% |
| YTD | +72.0% | +18.8% | +53.2% | +61.0% |
| 1Y | +105.1% | +9.4% | +95.7% | +97.0% |
| 3Y | +220.6% | +44.6% | +176.0% | +177.9% |
| 5Y | +244.8% | +37.9% | +206.9% | +204.0% |
| 10Y | +1,537.1% | +32.9% | +1,504.3% | +1,219.6% |
| All | +2,502.1% | +407.8% | +2,094.3% | +555.8% |
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