-100.0%
SOXS vs KDP
+881.5%
-981.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | -5.7% |
| 7D | -43.7% | -4.0% | -39.7% | -45.4% |
| 30D | +22.2% | +8.5% | +13.7% | +29.6% |
| 3M | +13.0% | +20.7% | -7.7% | +31.1% |
| 6M | -47.7% | +23.2% | -70.9% | -39.3% |
| YTD | -92.5% | +30.5% | -122.9% | -90.6% |
| 1Y | -93.1% | +35.9% | -129.0% | -91.1% |
| 3Y | -99.7% | +24.8% | -124.5% | -99.7% |
| 5Y | -99.9% | +13.4% | -113.3% | -99.9% |
| 10Y | -100.0% | +239.3% | -339.3% | -100.0% |
| All | -100.0% | +881.5% | -981.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling