+2,550.6%
SOXX vs KR
+620.7%
+1,929.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.3% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -3.6% | +5.1% | -8.6% | -4.8% |
| 3M | -10.2% | -8.2% | -2.0% | -9.1% |
| 6M | +54.2% | -18.0% | +72.2% | +59.3% |
| YTD | +75.2% | -4.8% | +80.0% | +73.4% |
| 1Y | +107.5% | -11.0% | +118.5% | +108.0% |
| 3Y | +226.8% | +37.7% | +189.1% | +181.0% |
| 5Y | +251.2% | +52.8% | +198.4% | +183.3% |
| 10Y | +1,567.6% | +128.8% | +1,438.9% | +970.6% |
| All | +2,550.6% | +620.7% | +1,929.8% | +834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling