+24.0%
KRE vs SOXQ
+279.9%
-255.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.3% |
| 7D | -1.4% | +2.3% | -3.7% | -2.2% |
| 30D | -3.9% | -3.9% | 0.0% | -2.9% |
| 3M | +3.6% | -4.7% | +8.4% | +3.2% |
| 6M | +15.4% | +47.9% | -32.5% | -3.7% |
| YTD | +15.2% | +64.3% | -49.1% | -8.0% |
| 1Y | +16.5% | +95.7% | -79.3% | -13.7% |
| 3Y | +85.2% | +231.5% | -146.4% | +5.2% |
| 5Y | +33.1% | +255.0% | -221.9% | -28.9% |
| All | +24.0% | +279.9% | -255.9% | -34.0% |
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