-5.6%
KMB vs SBAC
-8.8%
+3.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | -5.5% | +6.9% | -12.4% | -6.6% |
| 3M | +14.0% | -8.2% | +22.2% | +15.4% |
| 6M | +4.1% | -1.6% | +5.7% | +4.5% |
| YTD | +8.0% | -0.1% | +8.2% | +8.0% |
| 1Y | -13.7% | -0.5% | -13.3% | -13.9% |
| All | -5.6% | -8.8% | +3.2% | -4.1% |
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