-20.8%
KMB vs SARO
-21.1%
+0.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.6% | -1.8% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | -5.0% | -16.2% | +11.1% | -3.7% |
| 3M | +6.6% | -1.3% | +7.9% | +6.8% |
| 6M | +1.0% | -15.2% | +16.2% | +1.8% |
| YTD | +6.0% | -14.7% | +20.6% | +6.8% |
| 1Y | -16.6% | -9.1% | -7.6% | -16.1% |
| All | -20.8% | -21.1% | +0.3% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling