+54.2%
SOXX vs KR
-18.0%
+72.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +4.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.2% |
| 30D | -3.6% | +5.1% | -8.6% | +1.3% |
| 3M | -10.2% | -8.2% | -2.0% | -14.5% |
| 6M | +54.2% | -18.0% | +72.2% | +33.8% |
| All | +54.2% | -18.0% | +72.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 6mo: compounded portfolio wealth divided by compounded KR 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…
6mo analysis · Full analysis span regression · 6 months rolling