-1.8%
KMB vs S
-51.5%
+49.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.7% | -1.6% |
| 7D | -3.0% | +4.1% | -7.0% | -2.9% |
| 30D | +9.1% | -7.2% | +16.2% | +9.0% |
| 3M | -0.4% | 0.0% | -0.4% | -0.4% |
| 6M | +13.0% | +41.6% | -28.6% | +13.2% |
| YTD | +10.3% | +48.6% | -38.3% | +10.6% |
| 1Y | +8.2% | +30.0% | -21.8% | +8.4% |
| 3Y | +0.4% | +42.2% | -41.8% | +0.6% |
| 5Y | -2.7% | -70.8% | +68.1% | -4.4% |
| All | -1.8% | -51.5% | +49.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling