+55.9%
SOXL vs KDP
+41.3%
+14.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.9% | -14.7% | -3.8% |
| 7D | -37.9% | +5.3% | -43.2% | -34.3% |
| 30D | -59.4% | +19.1% | -78.5% | -53.4% |
| 3M | -52.3% | +19.2% | -71.5% | -45.2% |
| 6M | -47.7% | +29.3% | -77.0% | -40.8% |
| YTD | +58.8% | +35.5% | +23.2% | +85.0% |
| 1Y | +55.9% | +43.5% | +12.4% | +92.1% |
| All | +55.9% | +41.3% | +14.6% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling