-100.0%
SOXS vs KR
+623.6%
-723.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -4.8% |
| 7D | -4.7% | -0.2% | -4.6% | -4.8% |
| 30D | +7.7% | +5.1% | +2.7% | +9.1% |
| 3M | -10.2% | -8.2% | -2.0% | -14.4% |
| 6M | -99.2% | -18.0% | -81.2% | -99.5% |
| YTD | -99.5% | -4.8% | -94.7% | -99.7% |
| 1Y | -99.8% | -11.0% | -88.7% | -99.8% |
| 3Y | -100.0% | +37.7% | -137.6% | -100.0% |
| 5Y | -100.0% | +52.8% | -152.8% | -100.0% |
| 10Y | -100.0% | +128.8% | -228.8% | -100.0% |
| All | -100.0% | +623.6% | -723.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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