-91.6%
SOXS vs KMB
+11.9%
-103.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.6% | +3.2% |
| 7D | +46.7% | +0.4% | +46.3% | +45.5% |
| 30D | +97.0% | +14.0% | +82.9% | +69.6% |
| 3M | +39.5% | -1.3% | +40.9% | +42.3% |
| 6M | -54.9% | +16.7% | -71.6% | -58.5% |
| YTD | -90.4% | +12.0% | -102.4% | -91.8% |
| 1Y | -91.6% | +13.6% | -105.3% | -93.1% |
| All | -91.6% | +11.9% | -103.6% | -93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling