-100.0%
SOXS vs KNX
+319.1%
-419.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.0% | -7.5% |
| 7D | -4.7% | -5.6% | +0.8% | -11.7% |
| 30D | +7.7% | -4.4% | +12.1% | +3.3% |
| 3M | -10.2% | -17.3% | +7.2% | -25.7% |
| 6M | -99.2% | +22.6% | -121.8% | -97.9% |
| YTD | -99.5% | +31.1% | -130.7% | -98.6% |
| 1Y | -99.8% | +60.2% | -160.0% | -99.1% |
| 3Y | -100.0% | +35.8% | -135.7% | -99.9% |
| 5Y | -100.0% | +38.9% | -138.9% | -100.0% |
| 10Y | -100.0% | +166.5% | -266.5% | -100.0% |
| All | -100.0% | +319.1% | -419.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling