-100.0%
SOXS vs KGC
+520.4%
-620.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.3% | +12.4% | +4.8% |
| 7D | -9.4% | -8.4% | -1.0% | -15.4% |
| 30D | +6.2% | +6.3% | -0.2% | +12.0% |
| 3M | -28.0% | +22.4% | -50.5% | -10.7% |
| 6M | -99.2% | -11.4% | -87.8% | -98.7% |
| YTD | -99.5% | +3.1% | -102.6% | -99.1% |
| 1Y | -99.7% | +26.6% | -126.4% | -99.5% |
| All | -100.0% | +520.4% | -620.4% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling