+13.6%
KMB vs SGI
-10.7%
+24.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.7% | +2.5% |
| 7D | +0.4% | +12.1% | -11.7% | -2.3% |
| 30D | +14.0% | +12.1% | +2.0% | +11.0% |
| 3M | -1.3% | +0.4% | -1.8% | -1.9% |
| 6M | +16.7% | -4.0% | +20.7% | +16.2% |
| YTD | +12.0% | -21.2% | +33.2% | +13.6% |
| 1Y | +13.6% | -12.1% | +25.7% | +13.7% |
| All | +13.6% | -10.7% | +24.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling