-100.0%
SOXS vs KORU
+37.0%
-137.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -0.7% |
| 7D | -16.6% | +20.1% | -36.7% | -2.4% |
| 30D | -4.4% | +47.5% | -51.8% | +41.5% |
| 3M | -26.2% | -30.1% | +3.8% | +16.6% |
| 6M | -99.3% | +20.1% | -119.4% | -86.6% |
| YTD | -99.5% | +166.6% | -266.1% | -80.3% |
| 1Y | -99.8% | +458.9% | -558.7% | -79.9% |
| 3Y | -100.0% | +531.8% | -631.7% | -95.9% |
| 5Y | -100.0% | +67.7% | -167.7% | -99.4% |
| 10Y | -100.0% | +91.6% | -191.6% | -100.0% |
| All | -100.0% | +37.0% | -137.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling