+19,418.6%
SOXL vs KDP
+796.6%
+18,622.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.7% |
| 7D | +5.3% | +1.3% | +4.1% | +4.0% |
| 30D | -11.2% | +6.0% | -17.2% | -16.9% |
| 3M | -55.4% | +9.2% | -64.5% | -61.4% |
| 6M | +107.1% | +14.7% | +92.4% | +70.2% |
| YTD | +179.0% | +19.2% | +159.8% | +116.8% |
| 1Y | +357.4% | +15.2% | +342.2% | +261.1% |
| 3Y | +397.5% | +6.0% | +391.5% | +287.4% |
| 5Y | +155.9% | +5.4% | +150.5% | +111.2% |
| 10Y | +4,301.6% | +171.9% | +4,129.7% | +1,228.5% |
| All | +19,418.6% | +796.6% | +18,622.0% | +955.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling