+15.4%
KMB vs SEI
+507.3%
-491.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -1.6% |
| 7D | -3.0% | +10.2% | -13.3% | -3.0% |
| 30D | -5.5% | -1.0% | -4.4% | -5.5% |
| 3M | +14.0% | -27.9% | +41.9% | +14.1% |
| 6M | +4.1% | +10.4% | -6.3% | +3.8% |
| YTD | +8.0% | +20.1% | -12.1% | +7.6% |
| 1Y | -13.7% | +109.7% | -123.5% | -15.0% |
| 3Y | -5.9% | +458.6% | -464.6% | -11.4% |
| 5Y | -8.6% | +775.3% | -783.9% | -17.2% |
| All | +15.4% | +507.3% | -491.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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