+16.8%
KMB vs SFM
+293.3%
-276.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.3% |
| 7D | -2.7% | -5.8% | +3.1% | -2.2% |
| 30D | -5.0% | -11.4% | +6.3% | -4.0% |
| 3M | +6.6% | -12.2% | +18.8% | +7.6% |
| 6M | +1.0% | -5.2% | +6.1% | +1.0% |
| YTD | +6.0% | -4.5% | +10.4% | +5.7% |
| 1Y | -16.6% | -45.4% | +28.8% | -12.2% |
| 3Y | -8.6% | +91.1% | -99.7% | -20.3% |
| 5Y | -10.9% | +226.8% | -237.6% | -29.6% |
| 10Y | +16.8% | +291.9% | -275.1% | -14.6% |
| All | +16.8% | +293.3% | -276.5% | -14.6% |
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