+156.1%
SOXL vs KDP
+3.0%
+153.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.9% | -6.1% | -7.2% |
| 7D | +8.5% | -4.3% | +12.8% | +10.5% |
| 30D | -13.0% | +7.8% | -20.8% | -16.4% |
| 3M | -35.9% | -0.1% | -35.9% | -37.6% |
| 6M | +112.1% | +14.0% | +98.1% | +89.0% |
| YTD | +175.4% | +15.1% | +160.4% | +141.4% |
| 1Y | +304.9% | +18.5% | +286.4% | +244.1% |
| 3Y | +448.6% | +2.9% | +445.7% | +377.4% |
| 5Y | +156.1% | +3.0% | +153.1% | +155.4% |
| All | +156.1% | +3.0% | +153.1% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling