+20,174.1%
SOXL vs KNX
+319.1%
+19,855.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.8% | +7.1% |
| 7D | +3.9% | -5.6% | +9.5% | +10.8% |
| 30D | -14.3% | -4.4% | -9.9% | -9.2% |
| 3M | -45.6% | -17.3% | -28.3% | -31.0% |
| 6M | +117.2% | +22.6% | +94.6% | +72.8% |
| YTD | +189.8% | +31.1% | +158.7% | +109.7% |
| 1Y | +317.7% | +60.2% | +257.5% | +131.4% |
| 3Y | +478.6% | +35.8% | +442.9% | +301.4% |
| 5Y | +169.5% | +38.9% | +130.6% | +111.7% |
| 10Y | +5,222.1% | +166.5% | +5,055.6% | +1,691.0% |
| All | +20,174.1% | +319.1% | +19,855.1% | +3,503.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling