+241.5%
SOXX vs KDP
+2.6%
+238.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | +3.0% | -4.3% | +7.4% | +3.7% |
| 30D | -3.1% | +7.8% | -11.0% | -4.4% |
| 3M | -4.4% | -0.1% | -4.4% | -4.8% |
| 6M | +52.9% | +14.0% | +38.9% | +47.7% |
| YTD | +72.0% | +15.1% | +56.9% | +65.5% |
| 1Y | +105.1% | +18.5% | +86.6% | +95.3% |
| 3Y | +220.6% | +2.9% | +217.7% | +211.0% |
| All | +241.5% | +2.6% | +238.9% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling