+156.1%
SOXL vs KGC
+435.7%
-279.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.3% | -3.7% | -5.0% |
| 7D | +8.5% | -8.4% | +16.9% | +15.3% |
| 30D | -13.0% | +6.3% | -19.3% | -17.8% |
| 3M | -35.9% | +22.4% | -58.4% | -45.0% |
| 6M | +112.1% | -11.4% | +123.5% | +135.7% |
| YTD | +175.4% | +3.1% | +172.3% | +175.0% |
| 1Y | +304.9% | +26.6% | +278.3% | +253.6% |
| 3Y | +448.6% | +525.6% | -77.0% | +56.8% |
| 5Y | +156.1% | +451.7% | -295.6% | -26.6% |
| All | +156.1% | +435.7% | -279.6% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling