+3,296.4%
SOXX vs KDP
+1,089.3%
+2,207.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.1% |
| 7D | +3.0% | -4.3% | +7.4% | +4.6% |
| 30D | -3.1% | +7.8% | -11.0% | -5.9% |
| 3M | -4.4% | -0.1% | -4.4% | -5.3% |
| 6M | +52.9% | +14.0% | +38.9% | +44.0% |
| YTD | +72.0% | +15.1% | +56.9% | +60.8% |
| 1Y | +105.1% | +18.5% | +86.6% | +88.7% |
| 3Y | +220.6% | +2.9% | +217.7% | +203.6% |
| 5Y | +244.8% | +3.0% | +241.8% | +225.3% |
| 10Y | +1,537.1% | +174.4% | +1,362.8% | +900.6% |
| All | +3,296.4% | +1,089.3% | +2,207.1% | +896.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling