-12.7%
KMB vs SOXQ
+251.3%
-264.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.3% |
| 7D | -7.7% | +2.3% | -10.0% | -7.6% |
| 30D | -8.2% | -3.9% | -4.3% | -8.3% |
| 3M | -1.9% | -4.7% | +2.8% | -2.0% |
| 6M | -0.7% | +47.9% | -48.6% | -1.3% |
| YTD | +1.4% | +64.3% | -63.0% | +0.7% |
| 1Y | -19.1% | +95.7% | -114.8% | -19.8% |
| 3Y | -12.6% | +231.5% | -244.1% | -15.7% |
| 5Y | -12.7% | +255.0% | -267.6% | -19.8% |
| All | -12.7% | +251.3% | -264.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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