-100.0%
SOXS vs KGC
+94.3%
-194.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.5% | -5.7% |
| 7D | -15.6% | +2.4% | -18.0% | -14.9% |
| 30D | +4.8% | +9.2% | -4.5% | +8.4% |
| 3M | -21.6% | +16.7% | -38.4% | -14.5% |
| 6M | -99.3% | -7.0% | -92.3% | -99.1% |
| YTD | -99.5% | +7.5% | -107.0% | -99.3% |
| 1Y | -99.8% | +34.4% | -134.1% | -99.7% |
| 3Y | -100.0% | +552.0% | -651.9% | -100.0% |
| 5Y | -100.0% | +454.5% | -554.5% | -100.0% |
| 10Y | -100.0% | +658.7% | -758.7% | -100.0% |
| All | -100.0% | +94.3% | -194.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KGC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling