+324.9%
KMB vs SGI
+2,083.6%
-1,758.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -3.0% | +8.5% | -11.6% | -3.6% |
| 30D | -5.5% | +0.7% | -6.1% | -5.5% |
| 3M | +14.0% | +0.6% | +13.4% | +13.8% |
| 6M | +4.1% | -17.9% | +22.0% | +5.3% |
| YTD | +8.0% | -21.2% | +29.2% | +9.5% |
| 1Y | -13.7% | -18.9% | +5.1% | -12.8% |
| 3Y | -5.9% | +52.6% | -58.6% | -9.6% |
| 5Y | -8.6% | +60.7% | -69.3% | -13.6% |
| 10Y | +17.3% | +278.1% | -260.8% | +0.1% |
| All | +324.9% | +2,083.6% | -1,758.7% | +176.1% |
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