+3.0%
KDP vs SOXQ
+251.3%
-248.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.8% |
| 7D | -4.3% | +2.3% | -6.6% | -4.4% |
| 30D | +7.8% | -3.9% | +11.7% | +8.0% |
| 3M | -0.1% | -4.7% | +4.7% | -0.2% |
| 6M | +14.0% | +47.9% | -33.9% | +10.3% |
| YTD | +15.1% | +64.3% | -49.3% | +10.4% |
| 1Y | +18.5% | +95.7% | -77.2% | +12.1% |
| 3Y | +2.9% | +231.5% | -228.6% | -10.2% |
| 5Y | +3.0% | +255.0% | -252.0% | -12.8% |
| All | +3.0% | +251.3% | -248.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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