-100.0%
SOXS vs KDP
+6.5%
-106.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -15.6% | +2.1% | -17.7% | -15.6% |
| 30D | +4.8% | +8.5% | -3.7% | +4.9% |
| 3M | -21.6% | +6.6% | -28.2% | -21.2% |
| 6M | -99.3% | +17.1% | -116.4% | -99.3% |
| YTD | -99.5% | +19.0% | -118.6% | -99.5% |
| 1Y | -99.8% | +21.8% | -121.5% | -99.8% |
| 3Y | -100.0% | +6.4% | -106.4% | -100.0% |
| All | -100.0% | +6.5% | -106.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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