+38.7%
KMB vs SGI
+413.4%
-374.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +3.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +14.7% | +6.6% | +8.1% | +14.2% |
| 3M | +3.3% | +1.8% | +1.5% | +3.1% |
| 6M | +16.8% | -3.9% | +20.7% | +16.9% |
| YTD | +15.2% | -25.2% | +40.5% | +16.8% |
| 1Y | +13.3% | -26.7% | +40.0% | +14.9% |
| 3Y | +5.4% | +86.8% | -81.3% | +1.5% |
| 5Y | +2.7% | +56.6% | -53.9% | -1.6% |
| 10Y | +38.7% | +384.3% | -345.7% | +30.4% |
| All | +38.7% | +413.4% | -374.8% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling