-4.8%
SOXL vs KMB
-0.7%
-4.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.1% | -13.1% | -10.4% |
| 7D | +26.9% | +0.9% | +25.9% | +27.2% |
| 30D | -47.2% | +10.1% | -57.3% | -45.6% |
| 3M | -59.9% | 0.0% | -59.9% | -59.1% |
| 6M | -68.3% | +15.7% | -84.0% | -67.5% |
| YTD | +38.8% | +12.6% | +26.2% | +42.9% |
| 1Y | +48.8% | +10.1% | +38.7% | +53.5% |
| 3Y | +196.5% | +2.1% | +194.4% | +180.9% |
| All | -4.8% | -0.7% | -4.2% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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