-100.0%
SOXS vs KEEL
+294.5%
-394.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.8% | -9.3% | -4.3% |
| 7D | -4.7% | +2.9% | -7.6% | -3.4% |
| 30D | +7.7% | +0.8% | +6.9% | +11.0% |
| 3M | -10.2% | -35.3% | +25.2% | -10.7% |
| 6M | -99.2% | +59.4% | -158.6% | -98.5% |
| YTD | -99.5% | +51.9% | -151.4% | -99.0% |
| 1Y | -99.8% | +75.0% | -174.8% | -99.4% |
| 3Y | -100.0% | +224.5% | -324.5% | -99.9% |
| 5Y | -100.0% | -35.9% | -64.1% | -100.0% |
| All | -100.0% | +294.5% | -394.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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