-3.9%
KMB vs S
-56.8%
+52.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -3.0% | -7.7% | +4.7% | -3.1% |
| 30D | -5.5% | -5.3% | -0.1% | -5.5% |
| 3M | +14.0% | +20.3% | -6.3% | +14.1% |
| 6M | +4.1% | +47.4% | -43.3% | +4.3% |
| YTD | +8.0% | +32.5% | -24.5% | +8.3% |
| 1Y | -13.7% | +9.5% | -23.3% | -13.6% |
| 3Y | -5.9% | +15.5% | -21.5% | -5.8% |
| 5Y | -8.6% | -71.2% | +62.6% | -10.2% |
| All | -3.9% | -56.8% | +52.9% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling