Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SOXX vs KMB✓SelectedUSD · KMBSOXX vs KMB performance historyLatest closeAs of+0.68%09/09
Stock and ETF performance explorer

SOXX vs KMB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,575.4%
KMB return
+352.8%
Excess return
+2,222.6%
Maximum drawdown
-70.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKMBExcessAlpha
1D+0.7%-4.1%+4.8%+2.3%
7D+6.1%-8.6%+14.7%+9.9%
30D+0.5%-7.5%+8.0%+3.5%
3M-5.3%-0.6%-4.7%-6.3%
6M+58.3%-1.5%+59.9%+56.4%
YTD+76.8%+1.6%+75.2%+71.6%
1Y+114.6%-20.8%+135.4%+130.0%
3Y+229.6%-12.4%+242.0%+226.6%
5Y+257.3%-12.9%+270.3%+247.8%
10Y+1,583.2%+14.7%+1,568.5%+1,233.7%
All+2,575.4%+352.8%+2,222.6%+826.5%

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