+54.4%
KNX vs SOXQ
+286.7%
-232.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.2% |
| 7D | -5.6% | +0.8% | -6.3% | -5.9% |
| 30D | -4.4% | -4.6% | +0.2% | -2.9% |
| 3M | -17.3% | -10.2% | -7.2% | -15.2% |
| 6M | +22.6% | +49.7% | -27.0% | +3.1% |
| YTD | +31.1% | +67.2% | -36.1% | +5.5% |
| 1Y | +60.2% | +98.0% | -37.8% | +20.3% |
| 3Y | +35.8% | +237.2% | -201.4% | -21.1% |
| 5Y | +38.9% | +261.3% | -222.4% | -25.6% |
| All | +54.4% | +286.7% | -232.3% | -18.1% |
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