-91.6%
SOXS vs KMI
+26.0%
-117.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.1% | +12.9% | +11.6% |
| 7D | +46.7% | -5.2% | +51.9% | +51.3% |
| 30D | +97.0% | +1.2% | +95.7% | +92.5% |
| 3M | +39.5% | +1.3% | +38.2% | +35.3% |
| 6M | -54.9% | -1.1% | -53.8% | -53.7% |
| YTD | -90.4% | +19.0% | -109.4% | -90.3% |
| 1Y | -91.6% | +26.6% | -118.2% | -91.0% |
| All | -91.6% | +26.0% | -117.6% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling