+4,921.3%
SOXL vs KMX
+11.6%
+4,909.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +3.9% |
| 7D | +3.9% | -3.1% | +7.0% | +6.8% |
| 30D | -14.3% | +4.4% | -18.8% | -18.6% |
| 3M | -45.6% | +18.9% | -64.5% | -55.5% |
| 6M | +117.2% | +44.3% | +72.9% | +41.4% |
| YTD | +189.8% | +58.7% | +131.1% | +66.5% |
| 1Y | +317.7% | +0.1% | +317.6% | +257.4% |
| 3Y | +478.6% | -24.4% | +503.1% | +587.8% |
| 5Y | +169.5% | -54.4% | +223.9% | +498.7% |
| All | +4,921.3% | +11.6% | +4,909.7% | +5,471.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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