+52.5%
SOXX vs KMB
+11.9%
+40.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.3% | -1.3% |
| 7D | -13.7% | +0.4% | -14.1% | -13.4% |
| 30D | -23.6% | +14.0% | -37.6% | -18.9% |
| 3M | -16.9% | -1.3% | -15.6% | -16.6% |
| 6M | -2.4% | +16.7% | -19.1% | +3.4% |
| YTD | +49.8% | +12.0% | +37.8% | +63.2% |
| 1Y | +52.5% | +13.6% | +38.9% | +68.0% |
| All | +52.5% | +11.9% | +40.6% | +68.0% |
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 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