+339.0%
KMB vs SGI
+1,905.4%
-1,566.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.6% | -1.4% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | +12.4% | +3.9% | +8.5% | +12.1% |
| 3M | +1.0% | -0.8% | +1.8% | +1.0% |
| 6M | +12.1% | -18.0% | +30.1% | +13.5% |
| YTD | +11.6% | -27.6% | +39.2% | +13.8% |
| 1Y | +13.1% | -27.2% | +40.3% | +15.2% |
| 3Y | +1.6% | +76.0% | -74.4% | -3.2% |
| 5Y | -0.3% | +50.0% | -50.3% | -5.3% |
| 10Y | +37.9% | +399.1% | -361.1% | +15.5% |
| All | +339.0% | +1,905.4% | -1,566.5% | +187.0% |
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