+37.8%
KMB vs SFM
+140.8%
-103.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.0% |
| 7D | +0.1% | -7.1% | +7.1% | +0.7% |
| 30D | +10.2% | -21.4% | +31.6% | +12.3% |
| 3M | +1.5% | -40.1% | +41.6% | +6.1% |
| 6M | +16.6% | -38.0% | +54.7% | +21.2% |
| YTD | +12.1% | -36.5% | +48.6% | +15.8% |
| 1Y | +11.1% | -35.2% | +46.3% | +14.5% |
| 3Y | +1.9% | +23.5% | -21.5% | -7.8% |
| 5Y | -1.3% | +109.7% | -111.0% | -19.4% |
| 10Y | +37.8% | +132.6% | -94.8% | +4.7% |
| All | +37.8% | +140.8% | -103.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling