+75.0%
KMB vs SFM
+132.6%
-57.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.9% |
| 7D | -3.0% | -0.1% | -3.0% | -3.0% |
| 30D | -5.5% | -4.4% | -1.1% | -5.2% |
| 3M | +14.0% | +1.5% | +12.5% | +13.6% |
| 6M | +4.1% | +6.5% | -2.4% | +3.1% |
| YTD | +8.0% | +2.2% | +5.9% | +7.2% |
| 1Y | -13.7% | -41.9% | +28.1% | -10.1% |
| 3Y | -5.9% | +106.8% | -112.7% | -16.6% |
| 5Y | -8.6% | +231.6% | -240.2% | -24.7% |
| 10Y | +17.3% | +258.4% | -241.2% | -7.7% |
| All | +75.0% | +132.6% | -57.6% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling