-100.0%
SOXS vs KGC
+698.0%
-798.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.2% |
| 7D | -4.7% | -5.6% | +0.9% | -7.1% |
| 30D | +7.7% | +6.1% | +1.6% | +11.3% |
| 3M | -10.2% | +17.3% | -27.5% | -0.3% |
| 6M | -99.2% | -10.3% | -88.9% | -98.9% |
| YTD | -99.5% | +3.9% | -103.4% | -99.3% |
| 1Y | -99.8% | +25.7% | -125.5% | -99.6% |
| 3Y | -100.0% | +526.0% | -626.0% | -99.9% |
| 5Y | -100.0% | +455.5% | -555.5% | -100.0% |
| All | -100.0% | +698.0% | -798.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling