+241.5%
SOXX vs KMB
-12.8%
+254.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.8% |
| 7D | +3.0% | -7.7% | +10.7% | +2.5% |
| 30D | -3.1% | -8.2% | +5.1% | -3.6% |
| 3M | -4.4% | -1.9% | -2.5% | -4.8% |
| 6M | +52.9% | -0.7% | +53.6% | +52.4% |
| YTD | +72.0% | +1.4% | +70.6% | +71.5% |
| 1Y | +105.1% | -19.1% | +124.2% | +106.3% |
| 3Y | +220.6% | -12.6% | +233.2% | +215.9% |
| All | +241.5% | -12.8% | +254.4% | +220.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling