-11.0%
SOXL vs KO
+0.8%
-11.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.4% | -6.8% |
| 7D | +8.5% | -1.1% | +9.6% | +4.3% |
| 30D | -13.0% | +1.6% | -14.5% | -5.7% |
| All | -11.0% | +0.8% | -11.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 1mo: compounded portfolio wealth divided by compounded KO 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…
1mo analysis · Full analysis span regression · Available span rolling