+1,948.9%
SOXL vs KDP
+247.6%
+1,701.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.6% | -13.6% | -12.7% |
| 7D | +26.9% | -0.8% | +27.7% | +27.2% |
| 30D | -47.2% | +9.7% | -57.0% | -51.9% |
| 3M | -59.9% | +17.6% | -77.5% | -65.9% |
| 6M | -68.3% | +25.8% | -94.1% | -75.6% |
| YTD | +38.8% | +33.9% | +5.0% | +0.1% |
| 1Y | +48.8% | +38.9% | +9.9% | +3.7% |
| 3Y | +196.5% | +26.8% | +169.7% | +102.5% |
| 5Y | -5.0% | +16.3% | -21.4% | -25.0% |
| All | +1,948.9% | +247.6% | +1,701.3% | +869.0% |
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