-100.0%
SOXS vs KMB
+15.0%
-115.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +8.0% |
| 7D | -9.4% | -7.7% | -1.7% | -13.2% |
| 30D | +6.2% | -8.2% | +14.4% | +1.3% |
| 3M | -28.0% | -1.9% | -26.1% | -29.4% |
| 6M | -99.2% | -0.7% | -98.5% | -99.2% |
| YTD | -99.5% | +1.4% | -100.9% | -99.5% |
| 1Y | -99.7% | -19.1% | -80.6% | -99.8% |
| 3Y | -100.0% | -12.6% | -87.4% | -100.0% |
| 5Y | -100.0% | -12.7% | -87.3% | -100.0% |
| All | -100.0% | +15.0% | -115.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling