-100.0%
SOXS vs KMI
+104.5%
-204.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.5% | +9.6% | +6.5% |
| 7D | -9.4% | -2.1% | -7.4% | -11.3% |
| 30D | +6.2% | -1.7% | +7.8% | +4.2% |
| 3M | -28.0% | -1.9% | -26.1% | -30.9% |
| 6M | -99.2% | -4.3% | -94.8% | -99.7% |
| YTD | -99.5% | +15.8% | -115.3% | -99.7% |
| 1Y | -99.7% | +17.6% | -117.3% | -99.9% |
| 3Y | -100.0% | +113.1% | -213.1% | -100.0% |
| 5Y | -100.0% | +154.0% | -254.0% | -100.0% |
| 10Y | -100.0% | +133.1% | -233.1% | -100.0% |
| All | -100.0% | +104.5% | -204.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling