-100.0%
SOXS vs KMB
+243.3%
-343.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.1% | +9.0% | +12.6% |
| 7D | -28.4% | +0.9% | -29.4% | -27.7% |
| 30D | +19.4% | +10.1% | +9.3% | +26.8% |
| 3M | +28.2% | 0.0% | +28.1% | +24.6% |
| 6M | -37.7% | +15.7% | -53.4% | -33.8% |
| YTD | -91.6% | +12.6% | -104.3% | -91.2% |
| 1Y | -93.1% | +10.1% | -103.2% | -92.9% |
| 3Y | -99.7% | +2.1% | -101.9% | -99.7% |
| 5Y | -99.9% | -0.7% | -99.3% | -99.9% |
| 10Y | -100.0% | +38.5% | -138.5% | -100.0% |
| All | -100.0% | +243.3% | -343.3% | -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