+478.6%
SOXL vs KNX
+34.6%
+444.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.8% | +7.0% |
| 7D | +3.9% | -5.6% | +9.5% | +10.4% |
| 30D | -14.3% | -4.4% | -9.9% | -9.4% |
| 3M | -45.6% | -17.3% | -28.3% | -32.0% |
| 6M | +117.2% | +22.6% | +94.6% | +77.6% |
| YTD | +189.8% | +31.1% | +158.7% | +117.0% |
| 1Y | +317.7% | +60.2% | +257.5% | +142.5% |
| 3Y | +478.6% | +35.8% | +442.9% | +353.6% |
| All | +478.6% | +34.6% | +444.1% | +353.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling