+6.0%
KDP vs SOXQ
+283.8%
-277.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -1.0% |
| 7D | +1.3% | +2.3% | -1.1% | +1.2% |
| 30D | +6.0% | -2.3% | +8.2% | +6.1% |
| 3M | +9.2% | -13.8% | +23.0% | +9.7% |
| 6M | +14.7% | +48.6% | -33.9% | +11.0% |
| YTD | +19.2% | +66.0% | -46.8% | +14.3% |
| 1Y | +15.2% | +107.9% | -92.7% | +8.5% |
| 3Y | +6.0% | +224.1% | -218.2% | -7.0% |
| 5Y | +5.4% | +256.6% | -251.2% | -10.7% |
| All | +6.0% | +283.8% | -277.7% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling