+4,921.3%
SOXL vs KGC
+698.0%
+4,223.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.9% |
| 7D | +3.9% | -5.6% | +9.5% | +6.6% |
| 30D | -14.3% | +6.1% | -20.5% | -17.1% |
| 3M | -45.6% | +17.3% | -62.9% | -49.4% |
| 6M | +117.2% | -10.3% | +127.5% | +132.5% |
| YTD | +189.8% | +3.9% | +186.0% | +193.0% |
| 1Y | +317.7% | +25.7% | +292.0% | +293.9% |
| 3Y | +478.6% | +526.0% | -47.3% | +204.6% |
| 5Y | +169.5% | +455.5% | -286.0% | +43.4% |
| All | +4,921.3% | +698.0% | +4,223.3% | +2,832.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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