+347.2%
KMB vs SGI
+2,021.1%
-1,673.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.7% |
| 7D | +0.4% | +5.3% | -4.9% | 0.0% |
| 30D | +14.1% | +8.2% | +6.0% | +13.5% |
| 3M | -0.5% | -2.2% | +1.7% | -0.4% |
| 6M | +16.6% | -8.4% | +25.0% | +17.1% |
| YTD | +13.7% | -23.4% | +37.1% | +15.5% |
| 1Y | +16.1% | -14.0% | +30.0% | +16.8% |
| 3Y | +4.7% | +78.8% | -74.1% | -0.4% |
| 5Y | +1.5% | +58.6% | -57.1% | -3.9% |
| 10Y | +40.5% | +427.8% | -387.3% | +17.2% |
| All | +347.2% | +2,021.1% | -1,673.9% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling