+2.1%
KMB vs SFM
+27.3%
-25.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +2.1% |
| 7D | +0.9% | +6.0% | -5.1% | +0.8% |
| 30D | +10.1% | -19.5% | +29.5% | +10.3% |
| 3M | 0.0% | -37.0% | +37.1% | +0.4% |
| 6M | +15.7% | -41.0% | +56.7% | +15.9% |
| YTD | +12.6% | -34.6% | +47.3% | +13.0% |
| 1Y | +10.1% | -36.3% | +46.4% | +10.4% |
| 3Y | +2.1% | +24.5% | -22.4% | -11.3% |
| All | +2.1% | +27.3% | -25.2% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling