-1.3%
KMB vs SOXQ
+176.1%
-177.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.5% | +2.0% |
| 7D | +0.9% | +8.2% | -7.2% | +1.2% |
| 30D | +10.1% | -13.2% | +23.2% | +9.7% |
| 3M | 0.0% | -18.5% | +18.6% | -0.4% |
| 6M | +15.7% | -15.4% | +31.1% | +15.0% |
| YTD | +12.6% | +43.6% | -30.9% | +11.5% |
| 1Y | +10.1% | +49.2% | -39.1% | +9.0% |
| 3Y | +2.1% | +190.2% | -188.1% | -2.0% |
| All | -1.3% | +176.1% | -177.4% | -9.6% |
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