-8.0%
KMB vs SBAC
-43.7%
+35.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | +14.0% | -8.2% | +22.2% | +15.6% |
| 6M | +4.1% | -1.6% | +5.7% | +4.1% |
| YTD | +8.0% | -0.1% | +8.2% | +7.5% |
| 1Y | -13.7% | -0.5% | -13.3% | -14.3% |
| 3Y | -5.9% | -9.1% | +3.1% | -5.3% |
| All | -8.0% | -43.7% | +35.6% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling