+4,921.3%
SOXL vs KDP
+172.7%
+4,748.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.4% |
| 7D | +3.9% | -3.7% | +7.6% | +6.8% |
| 30D | -14.3% | +6.2% | -20.5% | -18.9% |
| 3M | -45.6% | +1.2% | -46.8% | -48.3% |
| 6M | +117.2% | +15.3% | +101.8% | +83.7% |
| YTD | +189.8% | +14.8% | +175.0% | +142.2% |
| 1Y | +317.7% | +17.6% | +300.1% | +237.5% |
| 3Y | +478.6% | +2.1% | +476.5% | +387.2% |
| 5Y | +169.5% | +2.7% | +166.8% | +139.4% |
| All | +4,921.3% | +172.7% | +4,748.6% | +2,880.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling