-100.0%
SOXS vs KTOS
+613.9%
-713.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -4.9% | -6.0% |
| 7D | -4.7% | -2.4% | -2.4% | -6.4% |
| 30D | +7.7% | -26.8% | +34.6% | -13.5% |
| 3M | -10.2% | -20.6% | +10.4% | -19.9% |
| 6M | -99.2% | -47.5% | -51.7% | -99.4% |
| YTD | -99.5% | -38.5% | -61.0% | -99.5% |
| 1Y | -99.8% | -31.0% | -68.8% | -99.7% |
| 3Y | -100.0% | +216.5% | -316.5% | -99.9% |
| 5Y | -100.0% | +105.7% | -205.7% | -100.0% |
| All | -100.0% | +613.9% | -713.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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