-99.9%
SOXS vs KRMN
+17.6%
-117.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.2% | -4.1% |
| 7D | -4.7% | -11.8% | +7.0% | -10.9% |
| 30D | +7.7% | -43.0% | +50.8% | -20.8% |
| 3M | -10.2% | -28.8% | +18.7% | -22.3% |
| 6M | -99.2% | -66.3% | -32.9% | -99.8% |
| YTD | -99.5% | -51.8% | -47.7% | -99.8% |
| 1Y | -99.8% | -44.7% | -55.1% | -99.9% |
| All | -99.9% | +17.6% | -117.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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