-100.0%
SOXS vs KDP
+796.6%
-896.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -11.0% |
| 7D | -7.0% | +1.3% | -8.3% | -5.9% |
| 30D | +2.8% | +6.0% | -3.2% | +8.1% |
| 3M | -9.8% | +9.2% | -19.0% | -5.1% |
| 6M | -99.2% | +14.7% | -113.9% | -98.8% |
| YTD | -99.5% | +19.2% | -118.7% | -99.3% |
| 1Y | -99.8% | +15.2% | -114.9% | -99.7% |
| 3Y | -100.0% | +6.0% | -106.0% | -100.0% |
| 5Y | -100.0% | +5.4% | -105.4% | -100.0% |
| 10Y | -100.0% | +171.9% | -271.9% | -100.0% |
| All | -100.0% | +796.6% | -896.6% | -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