-91.6%
SOXS vs KNX
+45.0%
-136.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.0% |
| 7D | +46.7% | +2.5% | +44.2% | +50.7% |
| 30D | +97.0% | -4.4% | +101.4% | +88.1% |
| 3M | +39.5% | -12.7% | +52.2% | +23.2% |
| 6M | -54.9% | +0.9% | -55.8% | -53.0% |
| YTD | -90.4% | +20.3% | -110.7% | -87.4% |
| 1Y | -91.6% | +40.9% | -132.6% | -87.3% |
| All | -91.6% | +45.0% | -136.6% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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