+2.5%
KMB vs S
-48.9%
+51.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.0% | -4.8% | +3.3% |
| 7D | +3.4% | +1.6% | +1.8% | +3.4% |
| 30D | +14.7% | -10.5% | +25.2% | +14.6% |
| 3M | +3.3% | +9.9% | -6.6% | +3.3% |
| 6M | +16.8% | +41.8% | -25.0% | +17.0% |
| YTD | +15.2% | +56.8% | -41.6% | +15.5% |
| 1Y | +13.3% | +39.0% | -25.7% | +13.6% |
| 3Y | +5.4% | +53.8% | -48.4% | +5.7% |
| 5Y | +2.7% | -68.6% | +71.3% | +0.9% |
| All | +2.5% | -48.9% | +51.4% | +1.4% |
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