+38.7%
KMB vs SBAC
+97.3%
-58.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | +3.4% | +3.0% | +0.4% | +2.6% |
| 30D | +14.7% | +4.3% | +10.4% | +13.4% |
| 3M | +3.3% | +4.1% | -0.9% | +2.0% |
| 6M | +16.8% | -11.6% | +28.4% | +20.0% |
| YTD | +15.2% | +0.4% | +14.9% | +13.6% |
| 1Y | +13.3% | -1.1% | +14.4% | +12.1% |
| 3Y | +5.4% | -7.3% | +12.7% | +4.7% |
| 5Y | +2.7% | -40.8% | +43.5% | +14.5% |
| 10Y | +38.7% | +103.0% | -64.3% | +14.5% |
| All | +38.7% | +97.3% | -58.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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