-100.0%
SOXS vs KKR
+1,583.3%
-1,683.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.1% | +11.2% | +3.5% |
| 7D | -9.4% | -8.1% | -1.3% | -20.2% |
| 30D | +6.2% | -9.1% | +15.3% | -8.0% |
| 3M | -28.0% | +6.4% | -34.4% | -18.7% |
| 6M | -99.2% | +12.6% | -111.7% | -98.7% |
| YTD | -99.5% | -20.4% | -79.1% | -99.5% |
| 1Y | -99.7% | -27.1% | -72.7% | -99.8% |
| 3Y | -100.0% | +63.8% | -163.8% | -99.9% |
| 5Y | -100.0% | +67.6% | -167.6% | -100.0% |
| 10Y | -100.0% | +702.6% | -802.6% | -100.0% |
| All | -100.0% | +1,583.3% | -1,683.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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