+113.9%
SOXX vs KDP
+15.4%
+98.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.4% |
| 7D | +2.2% | +1.3% | +0.9% | +2.4% |
| 30D | -2.0% | +6.0% | -8.0% | -1.4% |
| 3M | -13.7% | +9.2% | -22.9% | -13.6% |
| 6M | +52.4% | +14.7% | +37.7% | +51.2% |
| YTD | +72.8% | +19.2% | +53.6% | +72.4% |
| 1Y | +113.9% | +15.2% | +98.7% | +110.6% |
| All | +113.9% | +15.4% | +98.5% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling