+184.8%
SOXL vs KEY
+40.7%
+144.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.4% |
| 7D | +18.4% | -0.3% | +18.7% | +18.6% |
| 30D | -3.2% | -3.3% | +0.1% | +0.7% |
| 3M | -37.6% | -0.7% | -36.9% | -37.0% |
| 6M | +136.1% | +12.5% | +123.5% | +108.5% |
| YTD | +199.5% | +8.4% | +191.1% | +176.5% |
| 1Y | +363.2% | +18.4% | +344.8% | +286.3% |
| 3Y | +496.5% | +123.3% | +373.1% | +184.7% |
| 5Y | +184.8% | +38.8% | +146.0% | +232.0% |
| All | +184.8% | +40.7% | +144.1% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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