-100.0%
SOXS vs KMB
+229.3%
-329.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.6% | -8.6% | -11.5% |
| 7D | -7.0% | -3.0% | -3.9% | -9.4% |
| 30D | +2.8% | -5.5% | +8.3% | -2.1% |
| 3M | -9.8% | +14.0% | -23.8% | -2.6% |
| 6M | -99.2% | +4.1% | -103.3% | -99.2% |
| YTD | -99.5% | +8.0% | -107.5% | -99.5% |
| 1Y | -99.8% | -13.7% | -86.0% | -99.8% |
| 3Y | -100.0% | -5.9% | -94.0% | -100.0% |
| 5Y | -100.0% | -8.6% | -91.4% | -100.0% |
| 10Y | -100.0% | +17.3% | -117.3% | -100.0% |
| All | -100.0% | +229.3% | -329.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling