+2.1%
KMB vs SBAC
-6.5%
+8.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.8% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | +10.1% | +5.5% | +4.6% | +8.9% |
| 3M | 0.0% | +3.1% | -3.0% | -0.7% |
| 6M | +15.7% | -7.0% | +22.7% | +16.7% |
| YTD | +12.6% | +0.5% | +12.1% | +12.3% |
| 1Y | +10.1% | +0.2% | +9.9% | +9.8% |
| 3Y | +2.1% | -7.4% | +9.5% | +5.7% |
| All | +2.1% | -6.5% | +8.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling