-100.0%
SOXS vs KORU
+92.5%
-192.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +9.0% | -14.5% | +1.9% |
| 7D | -4.7% | -1.7% | -3.0% | -4.6% |
| 30D | +7.7% | +13.5% | -5.8% | +31.0% |
| 3M | -10.2% | -45.2% | +35.1% | +8.7% |
| 6M | -99.2% | +17.1% | -116.3% | -84.3% |
| YTD | -99.5% | +154.1% | -253.7% | -77.1% |
| 1Y | -99.8% | +375.7% | -475.4% | -76.0% |
| 3Y | -100.0% | +474.0% | -574.0% | -94.9% |
| 5Y | -100.0% | +60.4% | -160.4% | -99.2% |
| All | -100.0% | +92.5% | -192.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 10y: compounded portfolio wealth divided by compounded KORU 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…
10y analysis · Full analysis span regression · 6 months rolling