-24.5%
KMB vs SARO
-22.5%
-2.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.5% |
| 7D | -6.5% | -3.1% | -3.4% | -6.2% |
| 30D | -8.8% | -12.2% | +3.4% | -7.9% |
| 3M | -2.2% | -7.4% | +5.2% | -1.5% |
| 6M | +0.7% | -15.3% | +15.9% | +1.6% |
| YTD | +1.0% | -16.2% | +17.2% | +2.0% |
| 1Y | -20.3% | -12.1% | -8.2% | -19.6% |
| All | -24.5% | -22.5% | -2.0% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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