+113.9%
SOXX vs KO
+31.0%
+82.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +2.8% |
| 7D | +2.2% | -1.8% | +4.0% | +0.7% |
| 30D | -2.0% | +1.4% | -3.5% | -0.6% |
| 3M | -13.7% | +15.4% | -29.1% | -3.0% |
| 6M | +52.4% | +14.3% | +38.1% | +69.9% |
| YTD | +72.8% | +27.7% | +45.2% | +110.7% |
| 1Y | +113.9% | +32.7% | +81.2% | +183.4% |
| All | +113.9% | +31.0% | +82.9% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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