+21.8%
KMB vs SEI
+584.5%
-562.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.1% |
| 7D | +6.0% | -10.8% | +16.8% | +6.0% |
| 30D | +13.5% | -19.0% | +32.5% | +13.5% |
| 3M | +3.8% | +5.8% | -2.0% | +3.8% |
| 6M | +15.6% | -14.9% | +30.5% | +15.7% |
| YTD | +14.0% | +35.4% | -21.4% | +13.5% |
| 1Y | +12.9% | +23.9% | -10.9% | +12.5% |
| 3Y | +3.7% | +661.3% | -657.6% | -2.9% |
| 5Y | -0.1% | +822.2% | -822.3% | -9.0% |
| All | +21.8% | +584.5% | -562.7% | +6.4% |
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