+136.1%
SOXL vs KO
+15.8%
+120.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | -0.7% |
| 7D | +18.4% | -0.8% | +19.1% | +15.7% |
| 30D | -3.2% | +0.8% | -4.0% | +1.1% |
| 3M | -37.6% | +8.3% | -45.9% | -11.0% |
| 6M | +136.1% | +14.0% | +122.0% | +265.0% |
| All | +136.1% | +15.8% | +120.3% | +265.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling