+355.5%
KMB vs SBAC
+2,208.1%
-1,852.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -3.0% | -0.8% | -2.2% | -3.0% |
| 30D | -5.5% | +6.9% | -12.4% | -5.9% |
| 3M | +14.0% | -8.2% | +22.2% | +14.5% |
| 6M | +4.1% | -1.6% | +5.7% | +4.0% |
| YTD | +8.0% | -0.1% | +8.2% | +7.8% |
| 1Y | -13.7% | -0.5% | -13.3% | -13.9% |
| 3Y | -5.9% | -9.1% | +3.1% | -5.9% |
| 5Y | -8.6% | -43.8% | +35.2% | -6.4% |
| 10Y | +17.3% | +80.5% | -63.2% | +13.8% |
| All | +355.5% | +2,208.1% | -1,852.6% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling