-100.0%
SOXS vs KMI
+151.4%
-251.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.9% |
| 7D | -4.7% | -1.7% | -3.0% | -6.3% |
| 30D | +7.7% | -2.7% | +10.5% | +4.6% |
| 3M | -10.2% | -0.7% | -9.5% | -11.9% |
| 6M | -99.2% | -5.0% | -94.2% | -99.7% |
| YTD | -99.5% | +15.5% | -115.0% | -99.8% |
| 1Y | -99.8% | +16.4% | -116.2% | -99.9% |
| 3Y | -100.0% | +114.2% | -214.1% | -100.0% |
| All | -100.0% | +151.4% | -251.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling