+162.3%
SOXL vs KNX
+37.6%
+124.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.8% | +7.3% |
| 7D | +3.9% | -5.6% | +9.5% | +11.7% |
| 30D | -14.3% | -4.4% | -9.9% | -8.6% |
| 3M | -45.6% | -17.3% | -28.3% | -29.2% |
| 6M | +117.2% | +22.6% | +94.6% | +66.6% |
| YTD | +189.8% | +31.1% | +158.7% | +98.2% |
| 1Y | +317.7% | +60.2% | +257.5% | +107.2% |
| 3Y | +478.6% | +35.8% | +442.9% | +255.3% |
| All | +162.3% | +37.6% | +124.7% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling