+80.8%
KMB vs SFM
+40.3%
+40.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.4% |
| 7D | +0.5% | -1.2% | +1.7% | +0.5% |
| 30D | +12.4% | -24.8% | +37.1% | +14.8% |
| 3M | +1.0% | -43.7% | +44.7% | +5.7% |
| 6M | +12.1% | -37.3% | +49.4% | +16.0% |
| YTD | +11.6% | -38.4% | +50.0% | +15.3% |
| 1Y | +13.1% | -36.9% | +50.0% | +16.6% |
| 3Y | +1.6% | +20.7% | -19.1% | -5.8% |
| 5Y | -0.3% | +103.5% | -103.8% | -14.6% |
| 10Y | +37.9% | +139.7% | -101.8% | +12.5% |
| All | +80.8% | +40.3% | +40.5% | +48.5% |
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